Universitext
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Probability Theory and Stochastic Processes

Authors: Brémaud, Pierre

  • Mathematically rigorous but written in a convivial style
  •  
  • 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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書籍の購入

イーブック ¥6,176
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • イーブック版は、まもなく発売予定です。
  • 予定日: June 10, 2020
  • ISBN 978-3-030-40183-2
  • ウォーターマーク付、 DRMフリー
  • ファイル形式:
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
ソフトカバー ¥7,721
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • 予定日: June 10, 2020
  • ISBN 978-3-030-40182-5
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
この教本について

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.


著者について

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.


書籍の購入

イーブック ¥6,176
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • イーブック版は、まもなく発売予定です。
  • 予定日: June 10, 2020
  • ISBN 978-3-030-40183-2
  • ウォーターマーク付、 DRMフリー
  • ファイル形式:
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
ソフトカバー ¥7,721
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • 予定日: June 10, 2020
  • ISBN 978-3-030-40182-5
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
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書誌情報

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
イーブック ISBN
978-3-030-40183-2
DOI
10.1007/978-3-030-40183-2
ソフトカバー ISBN
978-3-030-40182-5
Series ISSN
0172-5939
Edition Number
1
Number of Pages
X, 738
Number of Illustrations
43 b/w illustrations
Topics