Theory of the Stochastic Process I

Reprint of the 1974 Edition

Iosif I. Gikhman, Anatoli V. Skorokhod - Collection Classics in Mathematics (CIM)

574 pages, parution le 01/04/2004

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Résumé

From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection."

D.W. Stroock in Bulletin of the American Mathematical Society, 1980

"To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field."

K.L. Chung in American Scientist, 1977

"The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure."

J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977

Written for:
Researchers and graduate students in stochastic processes

Sommaire

Basic Notions of Probability Theory
Random Sequences
Random Functions
Linear Theory of Random Processes
Probability Measures on Functional Spaces
Limit Theorems for Random Processes
Absolute Continuity of Measures Associated with Random Processes
Measurable Functions on Hilbert Spaces
Historical and Bibliographical Remarks
Bibliography
Corrections to the First Printings of Volumes I and II
Subject Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Iosif I. Gikhman, Anatoli V. Skorokhod
Collection	Classics in Mathematics (CIM)
Parution	01/04/2004
Nb. de pages	574
Format	16 x 23,5
Couverture	Broché
Poids	870g
Intérieur	Noir et Blanc
EAN13	9783540202844