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Random Processes With Independent Increments

Random Processes With Independent Increments - Mathematics and Its Applications

1991

Hardback (31 May 1991)

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Publisher's 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

Book information

ISBN: 9780792303404
Publisher: Springer Netherlands
Imprint: Springer
Pub date:
Edition: 1991
DEWEY: 519.2
DEWEY edition: 20
Language: English
Number of pages: 279
Weight: 1310g
Height: 235mm
Width: 155mm
Spine width: 17mm