Buch, Englisch, Band 80, 226 Seiten
Buch, Englisch, Band 80, 226 Seiten
Reihe: Graduate Studies in Mathematics
ISBN: 978-0-8218-4215-7
Verlag: American Mathematical Society
Long description:
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung
- Mathematik | Informatik Mathematik Mathematische Analysis Elementare Analysis und Allgemeine Begriffe
- Mathematik | Informatik Mathematik Mathematische Analysis Reelle Analysis
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Mathematische Analysis Integralrechnungen- und -gleichungen
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
