Stochastic processes

By:

J L Doob

Material type: Text

TextLanguage: English Publication details: New Delhi Wiley Classics 2014Description: vii,654p. PB 23x15cmISBN:

9788126546527

Subject(s):

Probabilities

DDC classification:

23 519.23 DOOS

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Barcode
Book	St Aloysius PG Library	Mathematics	519.23 DOOS (Browse shelf(Opens below))	Available	PG024864

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Previous	519.2 ROSF First course in probability Ed 9	519.2 SAND Probability: an introduction.	519.2 SCHI Introduction to probability with texas hold EM examples	519.23 DOOS Stochastic processes	519.232 CAIX Time-varying network optimization.	519.3 MENI Introducing game theory and its applications	519.4004 PATB Numerical computational methods.	Next

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.

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