Introduction to the Theory of Random Processes

by Iosif I. Gikhman, A.V. Skorokhod

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.

Genres: Mathematics

544 pages, Paperback

First published December 19, 1996

Reviews

[Nick Black · Rating 3 out of 5]

Looks decent, but I didn't finish it, having better texts available in all of the book's three major topics (queueing theory ( Kleinrock), stochastics ( Grimmett) and probabilistic automata ( Bharucha-Reid)).