Stochastic Processes

Description

The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes 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. source: https://www.wiley.com/en-nl/Stochastic+Processes-p-9780471523697

First Sentence

Although advanced mathematical methods are used in this book, the results will always be stated in probability language, and it is hoped that the book will be accessible to readers thoroughly familiar with the manipulation of random variables conditional probability distributions and conditional expectations.

Subjects

Other Editions

• Stochastic ProcessesJohn Wiley & Sons Inc1953-12-01
• Stochastic processes.Wiley1953-01-01
• Stochastic processesWiley1953-01-01
• Stochastic processes.Wiley1953-01-01
• Stochastic processesWiley1953-01-01
• Veroiatnostnye protsessyHardcoverIzdatel'stvo inostrannoi literatury : Redaktsiia literatury po matematicheskim naukam1956-01-01