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Probability

Theory and Examples

Language EnglishEnglish
E-book Adobe ePub DRM
E-book Probability Rick Durrett
Libristo code: 39903971
Publishers Cambridge University Press, April 2019
This lively introduction to measure-theoretic probability theory covers laws of large numbers, centr... Full description
? points 251 b
102.39 VAT included
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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 Ito'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.

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About the book

Full name Probability
Author Rick Durrett
Language English
Binding E-book - Adobe ePub DRM
Date of issue 2019
EAN 9781108592635
Libristo code 39903971
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