Describes the main features of major stochastic processes, giving definition of basic concepts and presenting key results with rigorous proofs. The theory is developed from basic foundation with a view to build a sound understanding of the subject. An introduction to ergodic theory is presented in the second part of the book.
| ISBN: | 9788184872217 |
| Publication date: | 30th April 2018 |
| Author: | Tapas Kumar Chandra, Sreela Gangopadhyay |
| Publisher: | Narosa Publishing House |
| Format: | Hardback |
| Pagination: | 592 pages |
| Genres: |
Stochastics Probability and statistics |