Stochastic processes
New York : J. Wiley ; London : Chapman & Hall, 1953
Abstract:
Introdution and probability bakground - 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 indipendent increments - Processes with orthogonal increments - Stationary processes-discrete parameter - Stationary processes-continuous parameter - Linear least ...; [read all]
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Description | Stochastic processes/ J. L. Doob. - New York : J. Wiley ; London : Chapman & Hall, 1953. - VII, 654 p. ; 24 cm. - (Wiley Series In Probability And Mathematical Statistics) |
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ID file | 47034 |
Library | Inv. | Ubi. | Collocation | State | Status | Reservations |
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Biblio Conf | 0097415 | Biblioteca | LC / 953 / 17 | Available | In library | None |