Probability Theory: A Comprehensive Course (Universitext)

Klenke, Achim

ISBN 10: 144715360X / ISBN 13: 9781447153603

Verlag: Springer, 2013

Beschreibung

Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Bestandsnummer des Verkäufers S_396361197

Bibliografische Details

Titel: Probability Theory: A Comprehensive Course (...

Verlag: Springer

Erscheinungsdatum: 2013

Einband: Paperback

Zustand: Good

Auflage: 2. Auflage

Über diesen Titel

Inhaltsangabe:

<P>THIS SECOND EDITION OF THE POPULAR TEXTBOOK CONTAINS A COMPREHENSIVE COURSE IN MODERN PROBABILITY THEORY, COVERING A WIDE VARIETY OF TOPICS WHICH ARE NOT USUALLY FOUND IN INTRODUCTORY TEXTBOOKS, INCLUDING:<BR>&NBSP;· LIMIT THEOREMS FOR SUMS OF RANDOM VARIABLES<BR>· MARTINGALES<BR>· PERCOLATION<BR>· MARKOV CHAINS AND ELECTRICAL NETWORKS<BR>· CONSTRUCTION OF STOCHASTIC PROCESSES<BR>· POISSON POINT PROCESS AND INFINITE DIVISIBILITY<BR>· LARGE DEVIATION PRINCIPLES AND STATISTICAL PHYSICS<BR>· BROWNIAN MOTION<BR>· STOCHASTIC INTEGRAL AND STOCHASTIC DIFFERENTIAL EQUATIONS.</P><P></P><P>THE THEORY IS DEVELOPED RIGOROUSLY AND IN A SELF-CONTAINED WAY, WITH THE CHAPTERS ON MEASURE THEORY INTERLACED WITH THE PROBABILISTIC CHAPTERS IN ORDER TO DISPLAY THE POWER OF THE ABSTRACT CONCEPTS IN PROBABILITY THEORY. THIS SECOND EDITION HAS BEEN CAREFULLY EXTENDED AND INCLUDES MANY NEW FEATURES. IT CONTAINS UPDATED FIGURES (OVER 50), COMPUTER SIMULATIONS AND SOME DIFFICULT PROOFS HAVE BEEN MADE MORE ACCESSIBLE. A WEALTH OF EXAMPLES AND MORE THAN 270 EXERCISES AS WELL AS BIOGRAPHIC DETAILS OF KEY MATHEMATICIANS SUPPORT AND ENLIVEN THE PRESENTATION. IT WILL BE OF USE TO STUDENTS AND RESEARCHERS IN MATHEMATICS AND STATISTICS IN PHYSICS, COMPUTER SCIENCE, ECONOMICS AND BIOLOGY.</P>

Críticas:

From the book reviews:

“The book is dedicated to graduate students who start to learn probability theory as well as to those who need an excellent reference book. ... All results are presented in a self-contained way and are rigorously proved. Each section of the 26 chapters ends with a number of exercises, overall more than 270. ... Altogether it is a very valuable book for all students who specialize in probability theory or statistics.” (Mathias Trabs, zbMATH, Vol. 1295, 2014)

“The book under review is a standard graduate textbook in this area of mathematics that collects various classical and modern topics in a friendly volume. ... the book contains many exercises. It is a very good source for a course in probability theory for advanced undergraduates and first-year graduate students. ... the book should be useful for a wide range of audiences, including students, instructors, and researchers from all branches of science who are dealing with random phenomena.” (Mehdi Hassani, MAA Reviews, May, 2014)