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Theory of probability and random processes

 Theory of probability and random processes
Author(s):Leonid Koralov, Yakov G. Sinai
Pages:349 pages
Size: 2.05 MB

[tab] [content title="Description"]A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this book It is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields. [/content] [content title="Content"] [/content] [content title="About the author"] Koralov, Leonid Professor, Associate Chair for Graduate Studies 3309 Kirwan Hall.Yakov G. Sinai Doctorate from Moscow State University in 1960 under the supervision of Andreï Kolmogorov2. He became a professor at this university in 1971, and a researcher at the Landau Institute for Theoretical Physics. He has been a professor of mathematics at Princeton University since 1993. [/content] [/tab]

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