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Dover Books on Mathematics: Introduction to the Theory of Random Processes

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  • 544 pages
  • 20 hours of reading

More about the book

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.

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Dover Books on Mathematics: Introduction to the Theory of Random Processes, Iosif Il?ich Gikhman, Anatoli? Vladimirovich Skorokhod

Language
Released
1996
Binding
(Paperback)
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Title
Dover Books on Mathematics: Introduction to the Theory of Random Processes
Language
English
Released
1996
Format
Paperback
Pages
544
ISBN10
0486693872
ISBN13
9780486693873
Series
Tags
Description
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.