Stochastic Processes: A Survey of the Mathematical Theory (Applied Mathematical Sciences)

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9780387902753: Stochastic Processes: A Survey of the Mathematical Theory (Applied Mathematical Sciences)

This book is the result of lectures which I gave dur­ ing the academic year 1972-73 to third-year students a~ Aarhus University in Denmark. The purpose of the book, as of the lectures, is to survey some of the main themes in the modern theory of stochastic processes. In my previous book Probability: ! survey of the mathe­ matical theory I gave a short overview of "classical" proba­ bility mathematics, concentrating especially on sums of inde­ pendent random variables. I did not discuss specific appli­ cations of the theory; I did strive for a spirit friendly to application by coming to grips as fast as I could with the major problems and techniques and by avoiding too high levels of abstraction and completeness. At the same time, I tried to make the proofs both rigorous and motivated and to show how certain results have evolved rather than just presenting them in polished final form. The same remarks apply to this book, at least as a statement of intentions, and it can serve as a sequel to the earlier one continuing the story in the same style and spirit. The contents of the present book fall roughly into two parts. The first deals mostly with stationary processes, which provide the mathematics for describing phenomena in a steady state overall but subject to random fluctuations. Chapter 4 is the heart of this part.

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John W. Lamperti
Editorial: Springer-Verlag New York Inc., United States (1997)
ISBN 10: 0387902759 ISBN 13: 9780387902753
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Descripción Springer-Verlag New York Inc., United States, 1997. Paperback. Estado de conservación: New. 1st ed. 1977. Corr. 2nd printing 1997. Language: English . Brand New Book ***** Print on Demand *****.This book is the result of lectures which I gave dur- ing the academic year 1972-73 to third-year students a~ Aarhus University in Denmark. The purpose of the book, as of the lectures, is to survey some of the main themes in the modern theory of stochastic processes. In my previous book Probability: ! survey of the mathe- matical theory I gave a short overview of classical proba- bility mathematics, concentrating especially on sums of inde- pendent random variables. I did not discuss specific appli- cations of the theory; I did strive for a spirit friendly to application by coming to grips as fast as I could with the major problems and techniques and by avoiding too high levels of abstraction and completeness. At the same time, I tried to make the proofs both rigorous and motivated and to show how certain results have evolved rather than just presenting them in polished final form. The same remarks apply to this book, at least as a statement of intentions, and it can serve as a sequel to the earlier one continuing the story in the same style and spirit. The contents of the present book fall roughly into two parts.The first deals mostly with stationary processes, which provide the mathematics for describing phenomena in a steady state overall but subject to random fluctuations. Chapter 4 is the heart of this part. Nº de ref. de la librería AAV9780387902753

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Lamperti, J.
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Descripción Springer, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780387902753_lsuk

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Descripción Springer, 1977. Paperback. Estado de conservación: NEW. 9780387902753 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0275114

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Descripción Springer-Verlag New York Inc., United States, 1997. Paperback. Estado de conservación: New. 1st ed. 1977. Corr. 2nd printing 1997. Language: English . Brand New Book ***** Print on Demand *****. This book is the result of lectures which I gave dur- ing the academic year 1972-73 to third-year students a~ Aarhus University in Denmark. The purpose of the book, as of the lectures, is to survey some of the main themes in the modern theory of stochastic processes. In my previous book Probability: ! survey of the mathe- matical theory I gave a short overview of classical proba- bility mathematics, concentrating especially on sums of inde- pendent random variables. I did not discuss specific appli- cations of the theory; I did strive for a spirit friendly to application by coming to grips as fast as I could with the major problems and techniques and by avoiding too high levels of abstraction and completeness. At the same time, I tried to make the proofs both rigorous and motivated and to show how certain results have evolved rather than just presenting them in polished final form. The same remarks apply to this book, at least as a statement of intentions, and it can serve as a sequel to the earlier one continuing the story in the same style and spirit. The contents of the present book fall roughly into two parts. The first deals mostly with stationary processes, which provide the mathematics for describing phenomena in a steady state overall but subject to random fluctuations. Chapter 4 is the heart of this part. Nº de ref. de la librería AAV9780387902753

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Descripción Springer-Verlag New York Inc., 1997. PAP. Estado de conservación: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería LQ-9780387902753

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Descripción Springer-Verlag New York Inc., 1997. PAP. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IQ-9780387902753

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Lamperti, J.
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Descripción Springer, 2017. Paperback. Estado de conservación: New. Never used! This item is printed on demand. Nº de ref. de la librería 0387902759

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Descripción Springer. Paperback. Estado de conservación: New. Paperback. 288 pages. Dimensions: 9.2in. x 6.1in. x 0.6in.This book is the result of lectures which I gave dur ing the academic year 1972-73 to third-year students a Aarhus University in Denmark. The purpose of the book, as of the lectures, is to survey some of the main themes in the modern theory of stochastic processes. In my previous book Probability: ! survey of the mathe matical theory I gave a short overview of classical proba bility mathematics, concentrating especially on sums of inde pendent random variables. I did not discuss specific appli cations of the theory; I did strive for a spirit friendly to application by coming to grips as fast as I could with the major problems and techniques and by avoiding too high levels of abstraction and completeness. At the same time, I tried to make the proofs both rigorous and motivated and to show how certain results have evolved rather than just presenting them in polished final form. The same remarks apply to this book, at least as a statement of intentions, and it can serve as a sequel to the earlier one continuing the story in the same style and spirit. The contents of the present book fall roughly into two parts. The first deals mostly with stationary processes, which provide the mathematics for describing phenomena in a steady state overall but subject to random fluctuations. Chapter 4 is the heart of this part. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Nº de ref. de la librería 9780387902753

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J. Lamperti
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Descripción Springer, 1997. Paperback. Estado de conservación: New. book. Nº de ref. de la librería M0387902759

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Lamperti, J.
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Descripción Springer, 2017. Paperback. Estado de conservación: New. Never used! This item is printed on demand. Nº de ref. de la librería P110387902759

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