This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infin

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the cor

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, Bulletin

Devising and investigating random processes that describe mathematical models of phenomena is a major aspect of probability theory applications. Stochastic meth