Introduction to probability theory and stochastic processes

By: Chiasson, JohnMaterial type: Text

TextPublication details: Hoboken, New Jersey : John Wiley & Sons Inc., 2013. Description: xxii, 959 pages : illustrations ; 25 cmISBN: 9781118382790Subject(s): Probabilities | Stochastic processesDDC classification: 519.21 Online resources: Table of content | Reviews Summary: 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.

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Item type	Current library	Call number	Status	Date due	Barcode
Book	NISER LIBRARY	519.21 CHI-I (Browse shelf(Opens below))	Available		25931

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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.

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