Introduction to probability theory and stochastic processes
Chiasson, John
Introduction to probability theory and stochastic processes - Hoboken, New Jersey : John Wiley & Sons Inc., 2013. - xxii, 959 pages : illustrations ; 25 cm
Includes bibliographical references and index.
A unique approach to stochastic processes that connects the mathematical formulation of random processes to their use in applications. This book presents an innovative approach to teaching probability theory and stochastic processes based on the binary expansion of the unit interval. Departing from standard pedagogy, it uses the binary expansion of the unit interval to explicitly construct an infinite sequence of independent random variables (of any given distribution) on a single probability space. This construction then provides the framework to understand the mathematical formulation of probability theory for its use in applications.
9781118382790
Probabilities
Stochastic processes
519.21 / CHI-I
Introduction to probability theory and stochastic processes - Hoboken, New Jersey : John Wiley & Sons Inc., 2013. - xxii, 959 pages : illustrations ; 25 cm
Includes bibliographical references and index.
A unique approach to stochastic processes that connects the mathematical formulation of random processes to their use in applications. This book presents an innovative approach to teaching probability theory and stochastic processes based on the binary expansion of the unit interval. Departing from standard pedagogy, it uses the binary expansion of the unit interval to explicitly construct an infinite sequence of independent random variables (of any given distribution) on a single probability space. This construction then provides the framework to understand the mathematical formulation of probability theory for its use in applications.
9781118382790
Probabilities
Stochastic processes
519.21 / CHI-I
