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Mathematics and Its Applications

Probability Theory, Random Processes and Mathematical Statistics

Authors: Rozanov, Y.

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  • ISBN 978-94-011-0449-4
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Hardcover $109.00
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Softcover $109.00
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  • ISBN 978-94-010-4201-7
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About this book

Probability Theory, Theory of Random Processes and Mathematical Statistics are important areas of modern mathematics and its applications. They develop rigorous models for a proper treatment for various 'random' phenomena which we encounter in the real world. They provide us with numerous tools for an analysis, prediction and, ultimately, control of random phenomena. Statistics itself helps with choice of a proper mathematical model (e.g., by estimation of unknown parameters) on the basis of statistical data collected by observations. This volume is intended to be a concise textbook for a graduate level course, with carefully selected topics representing the most important areas of modern Probability, Random Processes and Statistics. The first part (Ch. 1-3) can serve as a self-contained, elementary introduction to Probability, Random Processes and Statistics. It contains a number of relatively simĀ­ ple and typical examples of random phenomena which allow a natural introduction of general structures and methods. Only knowledge of elements of real/complex analysis, linear algebra and ordinary differential equations is required here. The second part (Ch. 4-6) provides a foundation of Stochastic Analysis, gives information on basic models of random processes and tools to study them. Here a familiarity with elements of functional analysis is necessary. Our intention to make this course fast-moving made it necessary to present important material in a form of examples.

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $84.99
price for USA in USD (gross)
  • ISBN 978-94-011-0449-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA in USD
  • ISBN 978-0-7923-3764-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA in USD
  • ISBN 978-94-010-4201-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Probability Theory, Random Processes and Mathematical Statistics
Authors
Series Title
Mathematics and Its Applications
Series Volume
344
Copyright
1995
Publisher
Springer Netherlands
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-94-011-0449-4
DOI
10.1007/978-94-011-0449-4
Hardcover ISBN
978-0-7923-3764-5
Softcover ISBN
978-94-010-4201-7
Edition Number
1
Number of Pages
XI, 259
Additional Information
Originally published in Russian
Topics