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Probability: Theory and Examples (Fifth Edition)

by: Durret, R.

Price: 66,00 EURO

1 copy in stock
 
Category: Varia
Code: 28045
ISBN-13: 9781108473682 / 978-1-108-47368-2
ISBN-10: 1108473687 / 1-108-47368-7
Publisher: Cambridge University Press
Publication Date: 2019
Publication Place: Cambridge
Binding: Cloth
Pages: 419
Book Condition: New
Comments: Cambridge Series in Statistical and Probalistic Mathematics

This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.

Provides 200 examples and 450 problems to equip readers to build practical intuition and understand the motivation for the theory
Offers a modern selection of topics, including multidimensional Brownian motion
The compact style strikes a balance between completeness and readability, covering a great deal of ground in 400 pages

Table of Contents
1. Measure theory
2. Laws of large numbers
3. Central limit theorems
4. Martingales
5. Markov chains
6. Ergodic theorems
7. Brownian motion
8. Applications to random walk
9. Multidimensional Brownian motion
Appendix. Measure theory details.

 
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Probability: Theory and Examples (Fifth Edition)

by: Durret, R.

  • ISBN-13: 9781108473682 / 978-1-108-47368-2
  • ISBN-03: 1108473687 / 1-108-47368-7
  • Cambridge University Press, Cambridge, 2019

Price: 66,00 EURO

1 copy in stock