Theory of Stochastic Processes I (Record no. 6831)

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000 -LEADER
fixed length control field 05433cam a22004575i 4500
001 - CONTROL NUMBER
control field 11395672
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20170323160805.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783540202844 (Pbk)
Terms of availability Euro 24.99
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-642-61943-4
Source of number or code doi
035 ## - SYSTEM CONTROL NUMBER
System control number (WaSeSS)ssj0001465758
040 ## - CATALOGING SOURCE
Modifying agency WaSeSS
Transcribing agency IISERB
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBWL
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2 G369T
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Gihman, Losif I.
9 (RLIN) 5550
210 10 - ABBREVIATED TITLE
Abbreviated title The Theory of Stochastic Processes I
222 ## - KEY TITLE
Key title Mathematics Collection
245 14 - TITLE STATEMENT
Title Theory of Stochastic Processes I
Statement of responsibility, etc Iosif I. Gihman, Anatoliĭ V. Skorokhod.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Berlin:
Name of publisher, distributor, etc Springer-Verlag,
Date of publication, distribution, etc 1974.
300 ## - PHYSICAL DESCRIPTION
Extent viii, 574p.
490 1# - SERIES STATEMENT
Series statement Classics in Mathematics,
International Standard Serial Number 0072-7830 ;
Volume number/sequential designation 210
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note I. Basic Notions of Probability Theory -- § 1. Axioms and Definitions -- § 2. Independence -- § 3. Conditional Probabilities and Conditional Expectations -- § 4. Random Functions and Random Mappings -- II. Random Sequences -- § 1. Preliminary Remarks -- § 2. Semi-Martingales and Martingales -- § 3. Series -- § 4. Markov Chains -- § 5. Markov Chains with a Countable Number of States -- § 6. Random Walks on a Lattice -- § 7. Local Limit Theorems for Lattice Walks -- § 8. Ergodic Theorems -- III. Random Functions -- § 1. Some Classes of Random Functions -- § 2. Separable Random Functions -- § 3. Measurable Random Functions -- § 4. A Criterion for the Absence of Discontinuities of the Second Kind -- § 5. Continuous Processes -- IV. Linear Theory of Random Processes -- § 1. Correlation Functions -- § 2. Spectral Representations of Correlation Functions -- § 3. A Basic Analysis of Hilbert Random Functions -- § 4. Stochastic Measures and Integrals -- § 5. Integral Representation of Random Functions -- § 6. Linear Transformations -- § 7. Physically Realizable Filters -- § 8. Forecasting and Filtering of Stationary Processes -- § 9. General Theorems on Forecasting Stationary Processes -- V. Probability Measures on Functional Spaces -- § 1. Measures Associated with Random Processes -- § 2. Measures in Metric Spaces -- § 3. Measures on Linear Spaces. Characteristic Functionals -- § 4. Measures in ?p Spaces -- § 5. Measures in Hilbert Spaces -- § 6. Gaussian Measures in a Hilbert Space -- VI. Limit Theorems for Random Processes -- § 1. Weak Convergences of Measures in Metric Spaces -- § 2. Conditions for Weak Convergence of Measures in Hilbert Spaces -- § 3. Sums of Independent Random Variables with Values in a Hilbert Space -- § 4. Limit Theorems for Continuous Random Processes -- § 5. Limit Theorems for Processes without Discontinuities of the Second Kind -- VII. Absolute Continuity of Measures Associated with Random Processes -- § 1. General Theorems on Absolute Continuity -- § 2. Admissible Shifts in Hilbert Spaces -- § 3. Absolute Continuity of Measures under Mappings of Spaces -- § 4. Absolute Continuity of Gaussian Measures in a Hilbert Space -- § 5. Equivalence and Orthogonality of Measures Associated with Stationary Gaussian Processes -- § 6. General Properties of Densities of Measures Associated with Markov Processes -- VIII. Measurable Functions on Hilbert Spaces -- § 1. Measurable Linear Functionals and Operators on Hilbert Spaces -- § 2. Measurable Polynomial Functions. Orthogonal Polynomials -- § 3. Measurable Mappings -- § 4. Calculation of Certain Characteristics of Transformed Measures -- Historical and Bibliographical Remarks -- Corrections.
506 ## - RESTRICTIONS ON ACCESS NOTE
Terms governing access License restrictions may limit access.
520 ## - SUMMARY, ETC.
Summary, etc From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field" K.L. Chung in American Scientist, 1977 "..., the subject has grown enormously since 1953, and there will never be a true successor to Doob's book, but Gihman and Skorohod's three volumes will, I think, occupy a rather similar position as an invaluable tool of reference for all probability theorists. ... The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..." J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
9 (RLIN) 5551
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Distribution (Probability theory).
9 (RLIN) 5552
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
9 (RLIN) 5553
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Skorokhod, Anatoliĭ V.
9 (RLIN) 5554
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783540202844
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Classics in Mathematics,
Volume number/sequential designation 210
9 (RLIN) 5556
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.columbia.edu/cgi-bin/cul/resolve?clio11395672">http://www.columbia.edu/cgi-bin/cul/resolve?clio11395672</a>
Public note Full text available from SpringerLink ebooks - Mathematics and Statistics (Archive)
910 ## - USER-OPTION DATA (OCLC)
User-option data Vendor-generated brief record
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification     Central Library, IISER Bhopal Central Library, IISER Bhopal General Section 19/08/2015 31 1515.39   519.2 G369T 6999 20/08/2015 1894.24 19/08/2015 Books


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