Probability Theory: A Comprehensive Course (Universitext)

Klenke, Achim

ISBN 10: 144715360X / ISBN 13: 9781447153603

Editore: Springer, 2013

Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_396361197

Riassunto:

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including:
 • limit theorems for sums of random variables
• martingales
• percolation
• Markov chains and electrical networks
• construction of stochastic processes
• Poisson point process and infinite divisibility
• large deviation principles and statistical physics
• Brownian motion
• stochastic integral and stochastic differential equations.

The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

Informazioni sull?autore: Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany. 

Dati bibliografici

Titolo: Probability Theory: A Comprehensive Course (...
Casa editrice: Springer
Data di pubblicazione: 2013
Legatura: Paperback
Condizione: Good
Edizione: seconda edizione