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Résumé :
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SOMMAIRE: -The exponential and the uniform densities, -Special densities,randomization, -Densities in higher dimensions,normal densities and processes, -Probability measures and spaces, -Probability distributions in Rr, -A survey of some important distributions and processes, -Laws of large numbers,applications in analysis, The basic limit theorems, -Infinitely divisible distributions and semi-groups, -Markov processes and semi-groups, -Renewal theory, -Random walks in R1, Laplace transforms,Tauberian theorems,resolvents, -Application of Laplace transforms, -Characteristic functions, -Expansion related to the central limit theorem, -Infinitely divisible distributions, -Applications Fourier methods to random walks, -Harmonic analysis.
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