TY  - BOOK
AU  - Pons, Odile
TI  - Probability and stochastic processes: work examples 
SN  - 9780000989253
U1  - 519.2 PON-O 
PY  - 2020///
CY  - New Jersey
PB  - World Scientific
KW  - Stochastic processes
KW  - Probability
N1  - 	
"The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications. The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables. The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes
ER  -