Stochastic Processes
Author:   J. L. Doob (University of Illinois)
Publisher:   John Wiley & Sons Inc
Edition:   New edition
ISBN:  

9780471523697


Pages:   664
Publication Date:   21 March 1990
Format:   Paperback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Our Price $376.95 Quantity:  
Add to Cart

Share |

Stochastic Processes


Add your own review!

Overview

Full Product Details

Author:   J. L. Doob (University of Illinois)
Publisher:   John Wiley & Sons Inc
Imprint:   Wiley-Interscience
Edition:   New edition
Dimensions:   Width: 15.30cm , Height: 4.00cm , Length: 23.40cm
Weight:   0.983kg
ISBN:  

9780471523697


ISBN 10:   0471523690
Pages:   664
Publication Date:   21 March 1990
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Introduction and Probability Background. Definition of a Stochastic Process--Principal Classes. Processes with Mutually Independent Random Variables. Processes with Mutually Uncorrelated or Orthogonal Random Variables. Markov Processes--Discrete Parameter. Markov Processes--Continuous Parameter. Martingales. Processes with Independent Increments. Processes with Orthogonal Increments. Stationary Processes--Discrete Parameter. Stationary Processes--Continuous Parameter. Linear Least Squares Prediction--Stationary (Wide Sense) Processes. Supplement. Appendix. Bibliography. Index.

Reviews

Author Information

Joseph Leo ""Joe"" Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now