Probability Theory: A Comprehensive Course (Universitext)

Klenke, Achim

ISBN 10: 3030564010 / ISBN 13: 9783030564018

Verlag: Springer, 2020

Special order direct from the distributor. Bestandsnummer des Verkäufers ING9783030564018

Inhaltsangabe:

This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.

Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as:

• limit theorems for sums of random variables
• martingales
• percolation
• Markov chains and electrical networks
• construction of stochastic processes
• Poisson point process and infinite divisibility
• large deviation principles and statistical physics
• Brownian motion
• stochastic integrals and stochastic differential equations.

The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts.

This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.

Über die Autorin bzw. den Autor: Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany. He is known for his work on interacting particle systems, stochastic analysis, and branching processes, in particular for his pioneering work with Leonid Mytnik on infinite rate mutually catalytic branching processes.

Bibliografische Details

Titel: Probability Theory: A Comprehensive Course (...
Verlag: Springer
Erscheinungsdatum: 2020
Einband: Paperback
Zustand: New
Auflage: 3rd ed. 2020.