Varadhan Probability Theory

ISBN 13: 9780821828526

Probability Theory

Valutazione media 4,5
( su 8 valutazioni fornite da GoodReads )
 
9780821828526: Probability Theory

This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.

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

I migliori risultati di ricerca su AbeBooks

Edizione Internazionale
Edizione Internazionale

1.

S R S VARADHAN
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Quantità: 1
Edizione Internazionale
Da
EBOOKSTORE2010
(New Delhi, ND, India)
Valutazione libreria
[?]

Descrizione libro Condizione libro: Brand New. New. SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Customer Satisfaction guaranteed!!. Codice libro della libreria SHUB66845

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 26,10
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: India a: U.S.A.
Destinazione, tempi e costi
Edizione Internazionale
Edizione Internazionale

2.

S R S VARADHAN
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Quantità: 1
Edizione Internazionale
Da
Bookshub
(Karol Bagh, India)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. New. International edition. Perfect condition. Ship by express service to USA, Canada, Australia, France, Italy, UK, Germany and Netherland. Customer satisfaction our priority. Codice libro della libreria ABE-FEB-66845

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 26,14
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: India a: U.S.A.
Destinazione, tempi e costi
Edizione Internazionale
Edizione Internazionale

3.

S R S VARADHAN
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Quantità: 2
Edizione Internazionale
Da
firstbookstore
(New Delhi, India)
Valutazione libreria
[?]

Descrizione libro Condizione libro: Brand New. Brand New Paperback International Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Codice libro della libreria AIND-44700

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 26,43
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: India a: U.S.A.
Destinazione, tempi e costi
Edizione Internazionale
Edizione Internazionale

4.

S R S VARADHAN
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Brossura Quantità: 1
Edizione Internazionale
Da
Basi6 International
(Irving, TX, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: Brand New. New, SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Excellent Customer Service. Codice libro della libreria ABEUSA-66845

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,23
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

5.

S.R.S Varadhan
Editore: American Mathematical Society, United States (2001)
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Paperback Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro American Mathematical Society, United States, 2001. Paperback. Condizione libro: New. 250 x 178 mm. Language: English . Brand New Book. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob s inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. Codice libro della libreria AAN9780821828526

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,39
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

S.R.S Varadhan
Editore: American Mathematical Society, United States (2001)
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Paperback Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro American Mathematical Society, United States, 2001. Paperback. Condizione libro: New. 250 x 178 mm. Language: English . Brand New Book. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob s inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. Codice libro della libreria AAN9780821828526

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,58
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi
Edizione Internazionale
Edizione Internazionale

7.

S R S VARADHAN
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Brossura Quantità: 2
Edizione Internazionale
Da
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. Brand New Paperback International Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery. Codice libro della libreria AUSBNEW-44653

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,84
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Edizione Internazionale
Edizione Internazionale

8.

S R S VARADHAN
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Brossura Quantità: 2
Edizione Internazionale
Da
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. Brand New Paperback International Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery. Codice libro della libreria AUSBNEW-44700

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,84
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

9.

Varadhan
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Quantità: 5
Da
BWB
(Valley Stream, NY, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97808218285260000000

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 29,23
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

10.

S. R. S. Varadhan
Editore: Courant Institute of Mathemetical Sciences (2001)
ISBN 10: 0821828525 ISBN 13: 9780821828526
Nuovi Paperback Quantità: > 20
Da
Sequitur Books
(Boonsboro, MD, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Courant Institute of Mathemetical Sciences, 2001. Paperback. Condizione libro: New. Brand new. We distribute directly for the publisher. S. R. S. Varadhan is recognized as a top expert in probability theory. This volume presents topics in probability theory covered during a first-year graduate course given by Varadhan at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables.The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains.Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. Codice libro della libreria 1007090084

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 25,77
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,71
In U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro