Probability and Stochastics

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9780387878584: Probability and Stochastics

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author's lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President's Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.

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Book Description:

From the reviews:

“The book is an introduction to the modern theory of probability and stochastic processes. … the book is higher recommended. It provides new simple proofs of important results on Probability Theory and Stochastics Processes. … it is a stimulating textbook will be for the teaching and research of the materia. A well written text with excellent tools for many instances, in every day language, and then all written precise in mathematical form.” (Francisco JoséCano Sevilla, The European Mathematical Society, February, 2013)

“This book is an elegant graduate level text on probability and stochastics. The approach is modern, with an explicitly stated goal of preparing readers for research level work in probability. … There is much valuable information in the exercises and complementary sections scattered throughout the book. … best use as a textbook would be for a full year course for mature graduate students. … a valuable reference for any probabilist, giving a convenient reference for many results and with historical notes and a thorough bibliography.” (John P. Nolan, Mathematical Reviews, January, 2013)

“This advanced textbook contains material for a two-semester course, based on what the author has taught at Princeton University. Each chapter begins with a pithy summary of what is to come; exercises … are scattered throughout the text, and any reader with the stamina to work conscientiously through even most of this book will find their understanding of the area greatly enhanced. … The author deserves congratulations for a masterly account of the fields covered … .” (John Haigh, The Mathematical Gazette, Vol. 96 (536), July, 2012)

“The author covers a considerable amount of material in the 550 pages. The choice of topics and the style of presentation make the book valuable both as a classroom textbook and as a reference book. … This is a very good exposition of the theory of probability and stochastic processes … and this reviewer warmly recommends it to the graduated student, to the mathematician working in related fields, and even to the adventurous undergraduate student.” (Florin Catrina, The Mathematical Association of America, January, 2012)

“This excellent book aims to provide a bridge from … classical stochastic process theory to the more abstract modern theory as it is developed and displayed in contemporary research monographs. … Chapters are organized with the more accessible material at the beginning … and preceded by appropriate heuristics and motivating ideas. … It includes a good bibliography, which is referenced in the Notes and Comments section … . Overall, this is a volume which any probabilist would be happy to add to their library.” (David Stirzaker, SIAM Review, Vol. 54 (1), 2012)

“The monograph is very complete in the sense that the chosen subjects are treated in great detail, and nearly no proofs are omitted. Also, the amount of material covered in 540 pages is impressive. The style is very precise and mathematically rigorous, which makes the book a pleasure to read. So, in conclusion, this is a valuable addition to the family of probability textbooks. Because of its completeness, it is also a good reference for researchers.” (Nicolas Perkowski, Zentralblatt MATH, Vol. 1226, 2012)

Contenuti:

Preface.- Measure and Integration.- Probability Spaces.- Convergence.- Conditioning.- Martingales and Stochastics.- Poisson Random Measures.- Levy Processes.- Index.- Bibliography

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Cinlar, Erhan
Editore: U.S.A.: Springer (2011)
ISBN 10: 0387878580 ISBN 13: 9780387878584
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Descrizione libro U.S.A.: Springer, 2011. Soft cover. Condizione libro: New. Condizione sovraccoperta: New. 1st Edition. Low price guarantee! The book is the brand new international edition textbook with the different ISBN and cover design. The book main content black/white printed in full English as same as the corresponding original US edition. Fast shipments will sent out by DHL/UPS or standard post mail with tracking numbers in one to two working days after the orders confirmed. Codice libro della libreria ABE-16582470452

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Descrizione libro U.S.A.: Springer, 2011. Soft cover. Condizione libro: New. Condizione sovraccoperta: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Codice libro della libreria ABE-16582470934

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Descrizione libro Springer 2011-02-25, 2011. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-BER-00389971

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Descrizione libro Springer-Verlag New York Inc., United States, 2011. Hardback. Condizione libro: New. 2011 ed.. 234 x 157 mm. Language: English . Brand New Book. This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style. Codice libro della libreria AAU9780387878584

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Cinlar, Erhan
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Descrizione libro Springer-Verlag New York Inc., United States, 2011. Hardback. Condizione libro: New. 2011 ed.. 234 x 157 mm. Language: English . Brand New Book. This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style. Codice libro della libreria AAU9780387878584

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Descrizione libro Springer-Verlag New York Inc., 2009. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria BB-9780387878584

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Descrizione libro Springer-Verlag New York Inc., 2011. Condizione libro: New. 2011. 1st. Hardcover. Probability and Stochastics provides an introduction to the field, and begins by describing the fundamentals and basic principles of probability theory. Later chapters discuss more advanced topics, such as Martingales, Poisson Random Measures, Levy Processes and Brownian Motion. Series: Graduate Texts in Mathematics. Num Pages: 572 pages, biography. BIC Classification: PBKL; PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 242 x 167 x 39. Weight in Grams: 1018. . . . . . . Codice libro della libreria V9780387878584

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Descrizione libro Hardback. Condizione libro: New. Not Signed; This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday. book. Codice libro della libreria ria9780387878584_rkm

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Descrizione libro Springer-Verlag New York Inc. 2009-01-01, New York, NY, 2009. hardback. Condizione libro: New. Codice libro della libreria 9780387878584

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Descrizione libro Springer, 2011. Condizione libro: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Probability and Stochastics provides an introduction to the field, and begins by describing the fundamentals and basic principles of probability theory. Later chapters discuss more advanced topics, such as Martingales, Poisson Random Measures, Levy Processes and Brownian Motion. Codice libro della libreria ABE_book_new_0387878580

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