Theory of Probability and Random Processes
暫譯: 機率與隨機過程理論

Koralov, Leonid, Sinai, Yakov G.

Theory of Probability and Random Processes
  • 出版商: Springer
  • 出版日期: 2007-08-28
  • 售價: $2,970
  • 貴賓價: 9.5 折 $2,822
  • 語言: 英文
  • 頁數: 358
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3540254846
  • ISBN-13: 9783540254843
  • 相關分類: 機率統計學 Probability-and-statistics

    • 海外代購書籍(需單獨結帳)

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商品描述

The core of this book is a one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students. The book provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells on a number of modern topics not addressed in most textbooks. There is 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. One section is devoted to the theory of Gibbs random fields. The material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.

商品描述(中文翻譯)

本書的核心是一門為期一年的機率論及隨機過程理論課程，於普林斯頓大學教授給本科生和研究生。該書提供了經典機率論和隨機過程理論的全面且自成體系的闡述，並深入探討了許多在大多數教科書中未涉及的現代主題。書中詳細討論了勒貝格積分、馬可夫鏈、隨機漫步、大數法則、極限定理及其與重正化群理論的關係。它還包括平穩隨機過程、馬丁蓮、廣義隨機過程和布朗運動的理論。其中一個部分專門討論吉布斯隨機場的理論。這些材料對許多本科生和研究生課程至關重要。本書也可以作為科學家在研究中使用現代機率論的參考資料。

作者簡介

YAKOV SINAI has been a professor at Princeton University since 1993. He was educated at Moscow State University, and was a professor there till 1993.
Since 1971 he has also held the position of senior researcher at the Landau Institute of Theoretical Physics. He is known for fundamental work on dynamical systems, probability theory, mathematical physics, and statistical mechanics. He has been awarded, among other honors, the Boltzmann Medal (in 1986) and Wolf Prize in Mathematics (in 1997). He is a member of Russian and American Academies of Sciences.

LEONID KORALOV is an assistant professor at the University of Maryland. From 2000 till 2006 he was an assistant professor at Princeton University, prior to which he worked at the Institute for Advanced Study in Princeton. He did his undergraduate work at Moscow State University, and got his PhD from SUNY at Stony Brook in 1998. He works on problems in the areas of homogenization, diffusion processes, and partial differential equations.

作者簡介(中文翻譯)

YAKOV SINAI 自1993年以來一直擔任普林斯頓大學的教授。他在莫斯科國立大學接受教育，並在那裡任教直到1993年。自1971年以來，他還擔任蘭道理論物理研究所的高級研究員。他以在動態系統、概率論、數學物理和統計力學方面的基礎性工作而聞名。他曾獲得包括1986年的玻爾茨曼獎和1997年的沃爾夫數學獎在內的多項榮譽。他是俄羅斯和美國科學院的成員。

LEONID KORALOV 是馬里蘭大學的助理教授。從2000年到2006年，他曾是普林斯頓大學的助理教授，此前他在普林斯頓高等研究所工作。他在莫斯科國立大學完成本科學業，並於1998年在紐約州立大學石溪分校獲得博士學位。他的研究領域包括均質化、擴散過程和偏微分方程的問題。

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