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Probability and Stochastic Processes by Ionut Florescu

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Index

  1. alternating renewal process
  2. Bayes rule
  3. Bernoulli process
  4. beta function
  5. birth and catastrophe chain
  6. birth and death chain
  7. birthday problem
  8. Black–Karasinski model
  9. Blackwell renewal theorem
  10. block replacement policy
  11. Borel–Cantelli lemmas
  12. bounded convergence theorem
  13. branching process
  14. Brownian bridge
  15. Brownian motion
    1. conditional distribution
    2. covariance structure
    3. definition
    4. drift
    5. examples
    6. generation
    7. hitting time
    8. multidimensional
    9. quadratic variation
    10. reflection principle
    11. scaling invariance
    12. simulation
    13. time invariance
  16. Buffon's needle problem
  17. Cauchy–Bunyakovsky–Schwarz inequality
  18. Central Limit Theorem
    1. DeMoivre-Laplace version
  19. changing the order of derivation and integration
  20. Chapman-Kolmogorov equation
  21. characteristic function
    1. continuity theorem
    2. examples
    3. multivariate random vector
    4. properties
    5. uniqueness
  22. characterization theorem for convergence in distribution
  23. Cholesky decomposition
  24. CIR model
    1. moments
    2. parameter estimation
  25. Complete Probability Space
  26. conditional distribution
    1. continuous case
    2. discrete case
  27. conditional expectation
    1. general definition
    2. properties
  28. confidence interval
  29. consistent estimator
  30. continuous distribution
    1. beta
    2. chi square
    3. exponential
    4. F distribution
    5. gamma
    6. inverse gamma
    7. Irwin–Hall
    8. Leacutevy–Smirnov distribution
    9. Leacutevy distribution
    10. log normal
    11. Lorentz distribution
    12. mixture ...

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