Probability theory and stochastic processes

Probability theory and stochastic processes Pierre Brémaud.

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, phys...

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Bibliographic Details
Main Author: Brémaud, Pierre
Format: eBook
Language:English
Published: Cham : Springer, 2020.
Series:Universitext.
Subjects:
Probabilities.
probability.
Probabilidades
Probabilities
Online Access:Click for online access
Table of Contents:
  • Introduction.-Warming Up
  • Integration Theory for Probability
  • Probability and Expectation
  • Convergence of random sequences
  • Markov Chains
  • Martingale Sequences
  • Ergodic Sequences
  • Generalities on Stochastic Processes
  • Poisson Processes
  • Continuous-Time Markov Chains
  • Renewal Theory in Continuous Time
  • Brownian Motion
  • Wide-sense Stationary Stochastic Processes
  • An Introduction to Itô's Calculus
  • Appenndix: Number Theory and Linear Algebra
  • Analysis
  • Hilbert Spaces
  • Z-Transforms
  • Proof of Paul Lévy's Criterion
  • Direct Riemann Integrability
  • Bibliography
  • Index. .

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