£56.90

Springer Theory of Probability and Random Processes (Universitext)

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£56.90 £39.06 £42.95 £46.84 £50.74 £54.63 £58.52 14 March 2026 28 March 2026 12 April 2026 27 April 2026 12 May 2026

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Description

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
28 August 2007
Listed Since
23 January 2007

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