Probability - Rilegato

Khoshnevisan, Davar

Rilegato

ISBN 10: 0821842153 ISBN 13: 9780821842157

Casa editrice: Amer Mathematical Society, 2007

Riassunto

This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones.
The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.

Dettagli dell'edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 2007
• Lingua: Inglese
• ISBN 10: 0821842153
• ISBN 13: 9780821842157
• Rilegatura: Copertina rigida
• Numero di pagine: 224
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile