Ebook: Introduction to the theory of random processes
Author: Gikhman I.I. Skorokhod A.V.
- Series: Dover Books on Mathematics
- Year: 1969
- Publisher: Saunders
- Language: English
- djvu
Rigorous exposition suitable for elementary instruction. Covers 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.
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