Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49) - Image 1

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Cambridge University Press Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)

Name: Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)
Brand: Cambridge University Press
Price: 62.42 GBP
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Higher Education

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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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1108473687
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 18 April 2019
Listed Since: 30 September 2018

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Cambridge University Press Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)

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