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Science/Engineering Theory of Probability and Random Processes (repost)
Posted on 2010-03-16
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More Leonid Koralov, Yakov G. Sinai, "Theory of Probability and Random Processes" A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this book. It is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields. This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research. Not all books ... appear on the homepage. In order not to miss many of them follow Download Link (Ebooks section) (see top of each page on AH) and visit too :)
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