A Second Course in Probability - Brossura

Ross, Sheldon M.

Brossura

ISBN 10: 1009179918 ISBN 13: 9781009179911

Casa editrice: Cambridge University Press, 2023

Riassunto

Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2023
• Lingua: Inglese
• ISBN 10: 1009179918
• ISBN 13: 9781009179911
• Rilegatura: Copertina flessibile
• Numero edizione: 2
• Numero di pagine: 192
• Contatto del produttore: non disponibile