The brand new edition of this classic text--with more exercises andeasier to use than ever Like the first edition, this new version ofLamperti's classic text succeeds in making this fascinating area ofmathematics accessible to readers who have limited knowledge ofmeasure theory and only some familiarity with elementaryprobability. Streamlined for even greater clarity and with moreexercises to help develop and reinforce skills, Probability isideal for graduate and advanced undergraduate students--both in andout of the classroom. Probability covers:
* Probability spaces, random variables, and other fundamentalconcepts
* Laws of large numbers and random series, including the Law of theIterated Logarithm
* Characteristic functions, limiting distributions for sums andmaxima, and the "Central Limit Problem"
* The Brownian Motion process
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
JOHN W. LAMPERTI is Professor of Mathematics at Dartmouth College and the author of Stochastic Processes: A Survey of the Mathematical Theory.
The brand new edition of this classic text?with more exercises and easier to use than ever Like the first edition, this new version of Lamperti?s classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students?both in and out of the classroom. Probability covers:
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Hardcover. Condizione: new. Hardcover. The brand new edition of this classic text--with more exercises andeasier to use than ever Like the first edition, this new version ofLamperti's classic text succeeds in making this fascinating area ofmathematics accessible to readers who have limited knowledge ofmeasure theory and only some familiarity with elementaryprobability. Streamlined for even greater clarity and with moreexercises to help develop and reinforce skills, Probability isideal for graduate and advanced undergraduate students--both in andout of the classroom. Probability covers: * Probability spaces, random variables, and other fundamentalconcepts * Laws of large numbers and random series, including the Law of theIterated Logarithm * Characteristic functions, limiting distributions for sums andmaxima, and the "Central Limit Problem" * The Brownian Motion process This text provides a fast survey of the field of probability and should be suitable for the reader with limited experience of the subject. The second edition contains exercises throughout. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780471154075
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