Produktbild: Probability Theory

Probability Theory A Comprehensive Course

Aus der Reihe Universitext

112,99 €

inkl. gesetzl. MwSt., Versandkostenfrei


Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

17.09.2013

Abbildungen

26 schwarzweisse Abbilmit 20 FarbabbildungenFarbabb., 1 Tabellen

Verlag

Springer London

Seitenzahl

638

Maße (L/B/H)

23,5/15,5/3,4 cm

Gewicht

815 g

Auflage

2. Auflage

Sprache

Englisch

ISBN

978-1-4471-5360-3

Beschreibung

Rezension

From the book reviews:

"The book is dedicated to graduate students who start to learn probability theory as well as to those who need an excellent reference book. ... All results are presented in a self-contained way and are rigorously proved. Each section of the 26 chapters ends with a number of exercises, overall more than 270. ... Altogether it is a very valuable book for all students who specialize in probability theory or statistics." (Mathias Trabs, zbMATH, Vol. 1295, 2014)

"The book under review is a standard graduate textbook in this area of mathematics that collects various classical and modern topics in a friendly volume. ... the book contains many exercises. It is a very good source for a course in probability theory for advanced undergraduates and first-year graduate students. ... the book should be useful for a wide range of audiences, including students, instructors, and researchers from all branches of science who are dealing with random phenomena." (Mehdi Hassani, MAA Reviews, May, 2014)

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

17.09.2013

Abbildungen

26 schwarzweisse Abbilmit 20 FarbabbildungenFarbabb., 1 Tabellen

Verlag

Springer London

Seitenzahl

638

Maße (L/B/H)

23,5/15,5/3,4 cm

Gewicht

815 g

Auflage

2. Auflage

Sprache

Englisch

ISBN

978-1-4471-5360-3

Herstelleradresse

Springer-Verlag London Ltd.
Old Portsmouth Road
GU3 1LT Guildford, Surrey
GB
Email: sdc-bookservice@springer.com
Telephone: +49 6221 3454301
Fax: +49 6221 3454229

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  • Produktbild: Probability Theory
  • Basic Measure Theory.- Independence.- Generating Functions.- The Integral.- Moments and Laws of Large Numbers.- Convergence Theorems.- Lp-Spaces and the Radon–Nikodym Theorem.- Conditional Expectations.- Martingales.- Optional Sampling Theorems.- Martingale Convergence Theorems and Their Applications.- Backwards Martingales and Exchangeability.- Convergence of Measures.- Probability Measures on Product Spaces.- Characteristic Functions and the Central Limit Theorem.- Infinitely Divisible Distributions.- Markov Chains.- Convergence of Markov Chains.- Markov Chains and Electrical Networks.- Ergodic Theory.- Brownian Motion.- Law of the Iterated Logarithm.- Large Deviations.- The Poisson Point Process.- The Itˆo Integral.- Stochastic Differential Equations.