Theory of probability and random processes

摘要: Probability Theory.- Random Variables and Their Distributions.- Sequences of Independent Trials.- Lebesgue Integral Mathematical Expectation.- Conditional Probabilities Independence.- Markov Chains with a Finite Number States.- Walks on the Lattice ?d.- Laws Large Numbers.- Weak Convergence Measures.- Characteristic Functions.- Limit Theorems.- Several Interesting Problems.- Processes.- Basic Concepts.- Expectations Martingales.- Processes State Space.- Wide-Sense Stationary Strictly Generalized Brownian Motion.- Families.- Stochastic Ito Formula.- Differential Equations.- Gibbs Fields.