Probability Theory, An Analytic View

Daniel W. Stroock

ISBN 10: 1009549006 / ISBN 13: 9781009549004

Verlag: Cambridge University Press, 2024

Beschreibung

Druck auf Anfrage Neuware - Printed after ordering - 'This text provides a rigorous, yet entertaining, introduction to modern probability theory and the analytic ideas and tools on which it relies. The third edition includes a new treatment of the Gaussian isoperimetric inequality and numerous improvements and clarifications. With more than 750 exercises, it is ideal for first-year graduate students'--.

Bestandsnummer des Verkäufers 9781009549004

Bibliografische Details

• Titel: Probability Theory, An Analytic View
• Verlag: Cambridge University Press
• Erscheinungsjahr: 2024
• Sprache: Englisch
• ISBN-10: 1009549006
• ISBN-13: 9781009549004
• Einband: Taschenbuch
• Auflage: 3. Auflage
• Zustand: Neu

Über diesen Titel

Inhaltsangabe

The third edition of this highly regarded text provides a rigorous, yet entertaining, introduction to probability theory and the analytic ideas and tools on which the modern theory relies. The main changes are the inclusion of the Gaussian isoperimetric inequality plus many improvements and clarifications throughout the text. With more than 750 exercises, it is ideal for first-year graduate students with a good grasp of undergraduate probability theory and analysis. Starting with results about independent random variables, the author introduces weak convergence of measures and its application to the central limit theorem, and infinitely divisible laws and their associated stochastic processes. Conditional expectation and martingales follow before the context shifts to infinite dimensions, where Gaussian measures and weak convergence of measures are studied. The remainder is devoted to the mutually beneficial connection between probability theory and partial differential equations, culminating in an explanation of the relationship of Brownian motion to classical potential theory.

Über die Autorin bzw. den Autor

Daniel W. Stroock is Simons Professor Emeritus of Mathematics at the Massachusetts Institute of Technology. He has published numerous articles and books, most recently 'Elements of Stochastic Calculus and Analysis' (2018) and 'Gaussian Measures in Finite and Infinite Dimensions' (2023).