Theory of Probability and Random Processes

by Yakov G. Sinai and Leonid Koralov

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...

• Format: Paperback
• Language: English
• ISBN: 3540254846
• ISBN13: 9783540254843
• Release Date: August 2007
• Publisher: Springer
• Length: 358 Pages
• Weight: 0.10 lbs.
• Dimensions: 0.9" x 6.1" x 9.1"