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Random Processes With Independent Increments

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Random Processes With Independent Increments Synopsis

Translated from the original Russian edition (1986, Nauka Publishers, Moscow). The construction of random processes with independent increments is studied, and the local properties of trajectories and the asymptotics of their behavior are investigated. An appraisal is given of the methods employed for determining their main probabilistic characteri

About This Edition

ISBN: 9780792303404
Publication date:
Author: A V Skorokhod
Publisher: Springer an imprint of Springer Netherlands
Format: Hardback
Pagination: 279 pages
Series: Mathematics and Its Applications
Genres: Probability and statistics
Stochastics
Cybernetics and systems theory
Calculus and mathematical analysis
Mathematical physics

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