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Introduction to the Theory of Random Processes (Dover Books on Mathematics)
Introduction to the Theory of Random Processes - Dover Books on Mathematics
Author: I. I. Gikhman, A. V. Skorokhod
Rigorous exposition suitable for elementary instruction. Measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
ISBN-13: 9780486693873
ISBN-10: 0486693872
Publication Date: 12/19/1996
Pages: 544
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Publisher: Dover Publications
Book Type: Paperback
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