World Scientific Publishing Company
Random Processes by Example (English, Mikhail Lifshits)
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Product Description
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
Book Specifications
| ISBN-13 | 9789814522281 |
| ISBN-10 | 9814522287 |
| Publisher | World Scientific Publishing Company |
| Category | World Scientific Publishing Company |
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