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Probability - Rick Durrett

englanti
2019-04-18
140,35 € 187,13 €

-25% koodilla BOOKS

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Toimitus 10-16 arkipäivässä

30 päivän palautusoikeus

This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability ... Täydellinen kuvaus

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This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.

Lisätietoja

Kirjoittaja Rick Durrett
Julkaisija Cambridge University Press
Julkaisuvuosi 2019
Kannen tyyppi Kovakantinen
EAN 9781108473682
Kirjoita oma arvostelusi
Arvostelet: Probability
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140,35 € 187,13 €