Theory ò probabilioty and random process 2nd koralov

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Theory ò probabilioty and random process 2nd koralov

Leonid B. Koralov Yakov G. SinaiTheoryUnivèỉsitextof Probability and Random ProcessesSecond Editionâ SpringerLeonid B. Koralov Yakov G. SinaiTheory of

Theory ò probabilioty and random process 2nd koralov f Probability and Random ProcessesSecond EditionSpringerLeonid B. KoralovYakov G. SinaiDepartment of MathematicsPrinceton UniversityPrinceton, NI 0«51

4, USAe mail: koralov&Tnalh.princElon.edusinaif0malli.princet Theory ò probabilioty and random process 2nd koralov

20079JIV50ISBN: 978-3-540-25484-3 Springer Berlin Heidelberg New Yorkibis work is subjest tv cvfiyriglit. All rights are reserved, whether die whole o

Theory ò probabilioty and random process 2nd koralov

r part ot die Ulster ial is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting. reproduct

Leonid B. Koralov Yakov G. SinaiTheoryUnivèỉsitextof Probability and Random ProcessesSecond Editionâ SpringerLeonid B. Koralov Yakov G. SinaiTheory of

Theory ò probabilioty and random process 2nd koralov ions ol die German Copyright Law of September 9. 1965, in its current version, and permission for use must always be obtained from Springer. Violation

s are liable for prosecution under the German Copyright I aw.Springer IS a part ol Springer Scierxe+Businsss MediaspringerxomSẽ Springer Verlag Berlin Theory ò probabilioty and random process 2nd koralov

I leidellserg 'noyThe use of general descriptive names, registered names, trademarks, etc. in this pub lication docs not imply, even in the absence o

Theory ò probabilioty and random process 2nd koralov

f a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use.Cover design:

Leonid B. Koralov Yakov G. SinaiTheoryUnivèỉsitextof Probability and Random ProcessesSecond Editionâ SpringerLeonid B. Koralov Yakov G. SinaiTheory of

Theory ò probabilioty and random process 2nd koralov I oPrefaceThis liook is primarily based on a one-year course that has been taught for a number of years at Princeton University to advanced undergradu

ate and graduate students. Dining the last year a similar course has also been taught at the University of Maryland.We would like to express our thank Theory ò probabilioty and random process 2nd koralov

s to Ms. Sophie Lucas mid Prof. Rafael Herrera who read the manuscript ami suggested many corrections. We are particularly grateful to Prof. Boris Gur

Theory ò probabilioty and random process 2nd koralov

evich for making many important suggestions on both the mathematical content and style.While writing this l>ook. L. Kontlov was supjMirtcd by a Nation

Leonid B. Koralov Yakov G. SinaiTheoryUnivèỉsitextof Probability and Random ProcessesSecond Editionâ SpringerLeonid B. Koralov Yakov G. SinaiTheory of