Theory of Probability and Random Processes

by Yakov G. Sinai and Leonid Koralov

The core of this book is a one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students. The book provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells on a number of modern topics not addressed in most textbooks. There is detailed discussion of Lebesgue integration, Markov chains, random...

• 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"