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Introduction to the Theory of Random Processes
SubjectMathematics
ISBN/SKU0486693872
AuthorIi Gikhman
PublisherDover Publications
Publish DateDecember 1996
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Summary
Rigorous exposition suitable for elementary instruction. Measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas and techniques distinguish this text. Introduction. Bibliography. 1969 edition.

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