Download or read book Stochastics written by Hans-Otto Georgii and published by Walter de Gruyter. This book was released on 2013-01-01 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second revised and extended edition presents the fundamental ideas and results of both, probability theory and statistics, and comprises the material of a one-year course. It is addressed to students with an interest in the mathematical side of stochastics. Stochastic concepts, models and methods are motivated by examples and developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of problems offer applications and supplements to the text.