An Intermediate Course in Probability - Softcover

Gut, Allan

Softcover

ISBN 10: 0387945075 ISBN 13: 9780387945071

Verlag: Springer Verlag, 1995

Inhaltsangabe

The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses. The first six chapters focus on the central areas of probability; multivariate random variables, conditioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process as a means to both introduce stochastic processes, and to apply many of the techniques introduced earlier in the text. Students are assumed to have taken a first course in probability though no knowledge of measure theory is assumed. Throughout, the presentation is thorough and includes many examples which are discussed in detail. Thus students considering more advanced research in probability will benefit from this wide-ranging survey of the subject which provides them with a foretaste of the subject's many treasures.

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Críticas

.," this book offers a very readable preparation. It gives a nice balance between analytic and probabilistic techniques." P.A.L. Embrechts, ETH-Zurich, Switzerland

Reseña del editor

The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses. The first six chapters focus on the following central areas of probability: multivariate random variables, conditioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process as a means both to introduce stochastic processes and to apply many of the techniques introduced earlier in the text. Students are assumed to have taken a first course in probability, though no knowledge of measure theory is assumed. Throughout, the presentation is thorough and includes many examples that are discussed in detail. Thus, students considering more advanced research in probability will benefit from this wide-ranging survey of the subject that provides them with a foretaste of the subject's many treasures.

Details zur Ausgabe

• Verlag: Springer Verlag
• Erscheinungsdatum: 1995
• ISBN 10: 0387945075
• ISBN 13: 9780387945071
• Einband: Tapa blanda
• Sprache: Englisch
• Anzahl der Seiten: 291
• Kontakt zum Hersteller: Nicht verfügbar