Theory of Probability and Random Processes (Universitext)

by: Leonid Koralov (Author),Yakov G. Sinai(Author)

Publisher: Springer
Edition:2nd ed. 2007

Publication Date: 28 Aug. 2007

Language: English

Print Length: 369 pages

ISBN-10: 3540254846

ISBN-13: 9783540254843

Book 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 this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

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