Probability and Stochastic Processes: Work Examples

Odile Pons

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商品描述

The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.

商品描述(中文翻譯)

這本書是為大學生而設計的,它提供了一系列練習和問題,並提供了嚴謹的解答,涵蓋了課程的主要主題,包括理論和應用。這些問題使用簡單的數學方法來解決:拉普拉斯和傅立葉變換直接證明了隨機變量序列的主要收斂結果。本書研究了隨機變量和過程的各種分佈函數:伯努利、多項式、指數、伽瑪、貝塔、迪利克雷、泊松、高斯、卡方、有序變量、生存分佈和過程、馬可夫鏈和過程、布朗運動和橋樑、擴散、空間過程。