Articoli correlati a Probability Theory, an Analytic View
Sinossi
This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergraduate probability and a reasonably sophisticated introduction to modern analysis who now want to learn what these two topics have to say about each other. By modern standards the topics treated here are classical and the techniques used far-ranging. No attempt has been made to present the subject as a monolithic structure resting on a few basic principles. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. The introduction of conditional expectation values is postponed until the second part of the book where it is applied to the study of martingales. This section also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory.
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Descrizione del libro
This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of undergraduate probability and a reasonably sophisticated introduction to modern analysis who now want to learn what these two topics have to say about each other. It will also be a valuable reference for those in fields as diverse as physics, engineering, and economics.
Contenuti
1. Sums of Independent random variables; 2. The central limit theorem; 3. Convergence of measures, Infinite divisibility, and processes with independent increments; 4. A celebration of Wiener's measure; 5. Conditioning and Martingales; 6. Some applications of Martingale theory; 7. Continuous Martingales and elementary diffiusion theory; 8. A little classical potential theory.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreCambridge University Press
- Data di pubblicazione1994
- ISBN 10 0521431239
- ISBN 13 9780521431231
- RilegaturaCopertina rigida
- LinguaInglese
- Numero di pagine528
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Probability Theory, an Analytic View
Editore:
Cambridge University Press, 1994
ISBN 10: 0521431239
ISBN 13: 9780521431231
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Condizione: Very Good. First edition, first printing, 528 pp., Hardcover, INSCRIBED by Daniel Stroock on the front free endpaper, previous owner's small hand stamp to front free endpaper else very good in a lightly worn dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1322054
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Probability Theory, An Analytic View
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Cambridge University Press, 1993
ISBN 10: 0521431239
ISBN 13: 9780521431231
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1100grams, ISBN:0521431239. Codice articolo 5840907
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Probability Theory, an Analytic View
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Cambridge University Press January 1994, 1994
ISBN 10: 0521431239
ISBN 13: 9780521431231
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Probability Theory, an Analytic View
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Cambridge University Press, 1994
ISBN 10: 0521431239
ISBN 13: 9780521431231
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Condizione: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. Fehlt: Schutzumschlag. | Seiten: 528 | Sprache: Englisch | Produktart: Bücher. Codice articolo 1947251/202
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Probability Theory. An Analytic View.
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Cambridge University Press, 1994
ISBN 10: 0521431239
ISBN 13: 9780521431231
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gebundene Ausgabe. Condizione: Sehr gut. Zust: Gutes Exemplar. Mit original Schutzumschlag. Schutzumschlag hinten verschmutzt. XV, 528 Seiten, Englisch 1110g. Codice articolo 489793
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Probability Theory, an Analytic View
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Cambridge University Press, 1994
ISBN 10: 0521431239
ISBN 13: 9780521431231
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hardcover. Condizione: Very Good. Very Good. book. Codice articolo D8S0-3-M-0521431239-3
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