Probability and Stochastic Processes: Work Examples /
Pons, Odile
Probability and Stochastic Processes: Work Examples / Odile Pons - Singapore : World Scientific Publishing, ©2020 - 249p.
The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications. The questions are solved using simple mathematical Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables. The book studies a large range of distribution functions for random variables and Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.
9780000989253
Statistics
Probability
519.2 / PonP
Probability and Stochastic Processes: Work Examples / Odile Pons - Singapore : World Scientific Publishing, ©2020 - 249p.
The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications. The questions are solved using simple mathematical Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables. The book studies a large range of distribution functions for random variables and Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.
9780000989253
Statistics
Probability
519.2 / PonP