Random Processes by Example (English, Mikhail Lifshits)
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814522281
ISBN-10
9814522287
Author
Mikhail Lifshits
About the Book
This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes.Next, it illustrates general concepts by handling a transparent but rich exam…
ISBN: 9789814522281
ISBN-13: 9789814522281
ISBN-10: 9814522287
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Product ID: isbn-9789814522281
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