Y. A. Rozanov
Introduction to Random Processes - Springer Series in Soviet Mathematics Y. A. Rozanov Softcover Reprint of the Original 1st Ed. 1987 edition

Name: Introduction to Random Processes - Springer Series in Soviet Mathematics
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Author: Y. A. Rozanov

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Introduction to Random Processes - Springer Series in Soviet Mathematics

Y. A. Rozanov

Softcover Reprint of the Original 1st Ed. 1987 edition

Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov's differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov's differential-difference equations for random walk to a limit diffusion equation (Sec. 5).

117 pages, biography

Media	Bøker Pocketbok (Bok med mykt omslag og limt rygg)
Utgitt	6. desember 2011
ISBN13	9783642727191
Utgivere	Springer-Verlag Berlin and Heidelberg Gm
Antall sider	117
Mål	156 × 234 × 7 mm · 195 g
Språk	Engelsk
Oversetter	Rothinger, Birgit