Universitext

Probability Theory and Stochastic Processes

Authors: Brémaud, Pierre

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  • Mathematically rigorous but written in a convivial style
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  • Treats the general theory as well as special models of proven interest in applications
  •  
  • Self-contained with exercises and a helpful appendix on analysis
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eBook 46,00 €
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  • ISBN 978-3-030-40183-2
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Softcover 57,19 €
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About this Textbook

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing.

In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student.

One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.


About the authors

Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks on the subject.


Table of contents (17 chapters)

Table of contents (17 chapters)

Buy this book

eBook 46,00 €
price for Spain (gross)
  • ISBN 978-3-030-40183-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • Immediate eBook download after purchase and usable on all devices
  • Bulk discounts available
Softcover 57,19 €
price for Spain (gross)
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Bibliographic Information

Bibliographic Information
Book Title
Probability Theory and Stochastic Processes
Authors
Series Title
Universitext
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-40183-2
DOI
10.1007/978-3-030-40183-2
Softcover ISBN
978-3-030-40182-5
Series ISSN
0172-5939
Edition Number
1
Number of Pages
XVII, 713
Number of Illustrations
43 b/w illustrations
Topics