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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:
Iosif I. Gikhman, Anatoly V. Skorokhod
ISBN:
0486693872 , 9780486693873
Publisher:
Dover Publications
Date:
1996-12-19
List Price:
$22.95
Price:
$20.65 Buy it On Amazon.com
You Save:
$2.30 (10%)
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Product Description：
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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