Description
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
- Author: Iosif Il?ich Gikhman, Anatoli? Vladimirovich Skorokhod
- Publisher: Courier Corporation
- Published: 1996-01-01
- Pages: 537
- ISBN-13: 9780486693873
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