Carte Mathematics of Probability Daniel W Stroock

Mathematics of Probability

Limbă: engleză
Legare: Copertă tare
Disponibilitate: șansă 50%
Şanse de a obține acest titlu
862.01 lei
This book covers the basics of modern probability theory. It begins with probability theory on finit...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2014
Pagini
284
EAN
9781470409074
ISBN
1470409070
Enbook ID
02140460
Greutate
678
Dimensiuni
184 x 258 x 20

Descriere completă

This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally, with martingales, both discrete and continuous parameter ones. The book is a self-contained introduction to probability theory and the measure theory required to study it.

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