Probability Theory, Random Processes and Mathematical Statistics
Edition: 1 edition
Publisher: Springer
Published: December 31, 1899
Language: eng
Format: Hardcover
Number of pages: 268
ISBN-13: 9780792337645
Subjects: Probability & statistics; Science/Mathematics; Probabilities; Mathematics; Stochastic processes; Differential Equations; Mathematical Analysis; Probability & Statistics - General; Mathematics / Statistics; Mathematical Statistics
Description: The study of random phenomena encountered in the real world is based on probability theory, mathematical statistics and the theory of random processes. The choice of the most suitable mathematical model is made on the basis of statistical data collected by observations. These models provide numerous tools for the analysis, prediction, and, ultimately, control of random phenomena.

The first part of the present volume (Chapters 1-3) can serve as a self-contained, elementary introduction to probability, random processes and statistics. It contains a number of relatively simple and typical examples of random phenomena which allow a natural introduction of general structures and basic knowledge of elements of real/complex analysis, linear algebra and ordinary differential equations is required here.

The second part (Chapters 4-6) provides a foundation of stochastic analysis, gives information on basic models of random processes and tools to study them. Here a certain familiarity with elements of functional analysis is necessary. Important material is presented in the form of examples to keep readers involved. Audience: This is a concise textbook for a graduate level course, with carefully selected topics representing the most important areas of modern probability, random processes and statistics.
Notes: Mathematics and Its Applications