Probability And Stochastic Processes: Work Examples

Download or read book Probability And Stochastic Processes: Work Examples written by Odile Pons and published by World Scientific. This book was released on 2020-03-13 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.