Probability

Probability

Davar Khoshnevisan
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This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
Yıl:
2007
Yayımcı:
American Mathematical Society
Dil:
english
Sayfalar:
224
ISBN 10:
0821842153
ISBN 13:
9780821842157
Seriler:
Graduate Studies in Mathematics
Dosya:
PDF, 3.96 MB
IPFS:
CID , CID Blake2b
english, 2007
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