The Resource An introduction to probability and stochastic processes, Marc A. Berger

An introduction to probability and stochastic processes, Marc A. Berger

Label
An introduction to probability and stochastic processes
Title
An introduction to probability and stochastic processes
Statement of responsibility
Marc A. Berger
Creator
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1955-
http://library.link/vocab/creatorName
Berger, Marc A.
Illustrations
illustrations
Index
index present
LC call number
QA273
LC item number
.B48 1993
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Probabilities
  • Stochastic processes
  • théorie ergodique
  • chaîne Markov
  • processus stochastique
  • probabilités
  • Probabilités
  • Processus stochastiques
  • Waarschijnlijkheidstheorie
  • Stochastische processen
  • Processus stochastiques
  • Probabilités
  • Wahrscheinlichkeitstheorie
  • Stochastischer Prozess
  • Probabilities
  • Stochastic processes
Label
An introduction to probability and stochastic processes, Marc A. Berger
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [173]-175) and index
Contents
I. Univariate Random Variables. Discrete Random Variables. Properties of Expectation. Properties of Characteristic Functions. Basic Distributions. Absolutely Continuous Random Variables. Basic Distributions. Distribution Functions. Computer Generation of Random Variables -- II. Multivariate Random Variables. Joint Random Variables. Conditional Expectation. Orthogonal Projections. Joint Normal Distribution. Multi-Dimensional Distribution Functions -- III. Limit Laws. Law of Large Numbers. Weak Convergence. Bochner's Theorem. Extremes. Extremal Distributions. Large Deviations -- IV. Markov Chains -- Passage Phenomena. First Notions and Results. Limiting Diffusions. Branching Chains. Queueing Chains -- V. Markov Chains -- Stationary Distributions and Steady State. Stationary Distributions. Geometric Ergodicity. Examples -- VI. Markov Jump Processes. Pure Jump Processes. Poisson Process. Birth and Death Process -- VII. Ergodic Theory with an Application to Fractals. Ergodic Theorems. Subadditive Ergodic Theorem. Products of Random Matrices. Oseledec's Theorem. Fractals
Dimensions
25 cm.
Extent
xii, 205 p.
Isbn
9780387977843
Isbn Type
(New York : alk. paper)
Lccn
91043019
Other physical details
ill.
System control number
  • (OCoLC)25050933
  • (OCoLC)ocm25050933
Label
An introduction to probability and stochastic processes, Marc A. Berger
Publication
Bibliography note
Includes bibliographical references (p. [173]-175) and index
Contents
I. Univariate Random Variables. Discrete Random Variables. Properties of Expectation. Properties of Characteristic Functions. Basic Distributions. Absolutely Continuous Random Variables. Basic Distributions. Distribution Functions. Computer Generation of Random Variables -- II. Multivariate Random Variables. Joint Random Variables. Conditional Expectation. Orthogonal Projections. Joint Normal Distribution. Multi-Dimensional Distribution Functions -- III. Limit Laws. Law of Large Numbers. Weak Convergence. Bochner's Theorem. Extremes. Extremal Distributions. Large Deviations -- IV. Markov Chains -- Passage Phenomena. First Notions and Results. Limiting Diffusions. Branching Chains. Queueing Chains -- V. Markov Chains -- Stationary Distributions and Steady State. Stationary Distributions. Geometric Ergodicity. Examples -- VI. Markov Jump Processes. Pure Jump Processes. Poisson Process. Birth and Death Process -- VII. Ergodic Theory with an Application to Fractals. Ergodic Theorems. Subadditive Ergodic Theorem. Products of Random Matrices. Oseledec's Theorem. Fractals
Dimensions
25 cm.
Extent
xii, 205 p.
Isbn
9780387977843
Isbn Type
(New York : alk. paper)
Lccn
91043019
Other physical details
ill.
System control number
  • (OCoLC)25050933
  • (OCoLC)ocm25050933

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