Probability Theory, an Analytic View - Rilegato

Stroock, Daniel W.

 
9780521431231: Probability Theory, an Analytic View
Rilegato
ISBN 10: 0521431239 ISBN 13: 9780521431231
Casa editrice: Cambridge University Press, 1994

Sinossi

Revised edition of a first-year graduate course on probability theory.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

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.

Editore
Cambridge University Press
Data di pubblicazione
1994
Lingua
Inglese
ISBN 10 
0521431239
ISBN 13 
9780521431231
Rilegatura
Copertina rigida
Numero di pagine
528
Contatto del produttore
non disponibile
Persona responsabile
Avery
https://www.avery.fr/

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Dardilly
Francia