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Chargement... Stochastic processespar Joseph L. Doob
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The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix. Aucune description trouvée dans une bibliothèque |
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Google Books — Chargement... GenresClassification décimale de Melvil (CDD)519Natural sciences and mathematics Mathematics Applied Mathematics, ProbabilitiesClassification de la Bibliothèque du CongrèsÉvaluationMoyenne:
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