| 書目名稱 | Introduction to Random Processes | | 編輯 | Yuri? A. Rozanov | | 視頻video | http://file.papertrans.cn/475/474116/474116.mp4 | | 叢書名稱 | Springer Series in Soviet Mathematics | | 圖書封面 |  | | 描述 | Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov‘s differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov‘s differential-diff | | 出版日期 | Book 1987 | | 關鍵詞 | Brownian motion; Markov process; Random variable; diffusion process; ergodic theory; filtration; random wa | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-72717-7 | | isbn_softcover | 978-3-642-72719-1 | | isbn_ebook | 978-3-642-72717-7Series ISSN 0939-1169 | | issn_series | 0939-1169 | | copyright | Springer-Verlag Berlin Heidelberg 1987 |
The information of publication is updating
|
|
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2026-1-18 23:43
發(fā)表于 2025-3-21 19:15:17
