Theory of Probability and Random Processes

Name: Theory of Probability and Random Processes
SKU: 2108831
Price: 213.00 NZD
Availability: InStock

By:

Format:

Paperback / softback

Series:

Universitext

Show Hide Adult Content

$213.00

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Free Delivery with Primate

Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $53.25 with Afterpay Learn more

6 weekly interest-free payments of $35.50 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

Around 25 Jun - 5 Jul using International Courier

Description

The book consists of two parts. The first part concerns the classical probability theory. It contains a detailed analysis of Markov chains, Limit theorems, their relation to Renormalization Group theory. It also describes several applications of probability theory, which are not discussed in most other text-books. The second part includes the theory of stationary random processes, martingales, stochastic integrals and stochastic differential equations. One section is devoted to the theory of Gibbs random fields. The book contains essential material for an undergraduate or a graduate course in Probability theory and the theory of Random Processes. It may also serve as a reference for scientists who use modern probability theory in their research.

Author Biography:

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.

Release date NZ

August 28th, 2007

Author

Audience

General (US: Trade)

Edition

2nd ed. 2007

Illustrations

XI, 358 p.

Pages

358

Series

Universitext

Dimensions

156x234x19

ISBN-13

9783540254843

Product ID

2108831

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here