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Probability, Statistics, and Stochastic Processes

probability , statistics , and StochasticProcessesProbability, statistics , andStochasticProcessesPeter OlofssonMikael AnderssonA Wiley-Interscience PublicationJOHN WILEY & SONS, York / Chichester / Weinheim / Brisbane / Singapore / TorontoPrefaceThe BookIn November 2003, I was completing a review of an undergraduate textbook in prob-ability and statistics . In the enclosed evaluation sheet was the question Have youever considered writing a textbook? and I suddenly realized that the answer was Yes, and had been for quite some time.

3.10.4 The Multivariate Normal Distribution 233 3.10.5 Convolution 235 3.11 Generating Functions 238 3.11.1 The Probability Generating Function 238 3.11.2 The Moment Generating Function 244 3.12 The Poisson Process 248 3.12.1 Thinning and Superposition 252 4 Limit Theorems 271 4.1 Introduction 271 4.2 The Law of Large Numbers 272

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  Processes, Statistics, Probability, Multivariate, Stochastic, And stochastic processes

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