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Wahrscheinlichkeitstheorie
Paperback
Series: Masterclass
ISBN13: 9783662620885
Publisher: Springer Spektrum
Published: Aug 14 2020
Pages: 703
Weight: 2.48
Height: 1.44 Width: 6.69 Depth: 9.61
Language: German
Dieses fest etablierte Standardwerk liefert eine umfassende und moderne Einführung in die Wahrscheinlichkeitstheorie und ihre ma theoretischen Grundlagen. Es kann sowohl im Rahmen entsprechender Lehrveranstaltungen als auch zum späteren Nachschlagen speziellerer Sachverhalte verwendet werden.
Themenschwerpunkte sind: Ma - und Integrationstheorie, Grenzwertsätze für Summen von Zufallsvariablen (Gesetze der gro en Zahl, zentraler Grenzwertsatz, Ergodensätze, Gesetz vom iterierten Logarithmus, Invarianzprinzipien, unbegrenzt teilbare Verteilungen), Martingale, Perkolation, Markovketten und elektrische Netzwerke, Konstruktion stochastischer Prozesse, Poisson'scher Punktprozess, Brown'sche Bewegung, stochastisches Integral und stochastische Differentialgleichungen.
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