Introduction to Random Processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1987
|
| Schriftenreihe: | Springer Series in Soviet Mathematics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov's differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov's differential-difference equations for random walk to a limit diffusion equation (Sec. 5) |
| Beschreibung: | 1 Online-Ressource (VIII, 117p. 7 illus) |
| ISBN: | 9783642727177 9783642727191 |
| ISSN: | 0939-1169 |
| DOI: | 10.1007/978-3-642-72717-7 |
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| 245 | 1 | 0 | |a Introduction to Random Processes |c by Yuriĭ A. Rozanov |
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Datensatz im Suchindex
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-642-72717-7 |
| format | Electronic eBook |
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| id | DE-604.BV042422962 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:12Z |
| institution | BVB |
| isbn | 9783642727177 9783642727191 |
| issn | 0939-1169 |
| language | English |
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| physical | 1 Online-Ressource (VIII, 117p. 7 illus) |
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| spelling | Rozanov, Yuriĭ A. Verfasser aut Introduction to Random Processes by Yuriĭ A. Rozanov Berlin, Heidelberg Springer Berlin Heidelberg 1987 1 Online-Ressource (VIII, 117p. 7 illus) txt rdacontent c rdamedia cr rdacarrier Springer Series in Soviet Mathematics 0939-1169 Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov's differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov's differential-difference equations for random walk to a limit diffusion equation (Sec. 5) Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 https://doi.org/10.1007/978-3-642-72717-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rozanov, Yuriĭ A. Introduction to Random Processes Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 |
| title | Introduction to Random Processes |
| title_auth | Introduction to Random Processes |
| title_exact_search | Introduction to Random Processes |
| title_full | Introduction to Random Processes by Yuriĭ A. Rozanov |
| title_fullStr | Introduction to Random Processes by Yuriĭ A. Rozanov |
| title_full_unstemmed | Introduction to Random Processes by Yuriĭ A. Rozanov |
| title_short | Introduction to Random Processes |
| title_sort | introduction to random processes |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess |
| url | https://doi.org/10.1007/978-3-642-72717-7 |
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