Stochastic Processes
暫譯: 隨機過程
Doob, J. L.
- 出版商: Wiley
- 出版日期: 1991-01-16
- 售價: $8,030
- 貴賓價: 9.8 折 $7,869
- 語言: 英文
- 頁數: 664
- 裝訂: Quality Paper - also called trade paper
- ISBN: 0471523690
- ISBN-13: 9780471523697
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
商品描述
The theory of stochastic processes has developed so much in the last two decades that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book features a supplement which provides 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.
商品描述(中文翻譯)
隨著隨機過程理論在過去二十年中的發展，對於該主題系統性介紹的需求變得越來越明顯，特別是對於機率的學生和教師而言。本書包含了一個補充部分，提供了測度理論各個方面的處理。此外，還包括了一章專門討論預測理論的問題，並在附錄中收集了文獻參考和歷史評論。
作者簡介
Joseph Leo "Joe" Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.
作者簡介(中文翻譯)
約瑟夫·利奧·「喬」·杜布（Joseph Leo 'Joe' Doob）是一位美國數學家，專精於分析學和機率論。杜布發展了鞅（martingales）理論。
