Probability and Stochastics

Erhan Nlar

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Sprache: Englisch

Verlag: Springer-Verlag New York Inc., 2011

0387878580 / 9780387878584

Serie: Buch 84 von 180 - Graduate Texts in Mathematics

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Artikelbeschreibung des Verkäufers

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises.   The book is based on the author?s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President?s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.…

Bestandsnummer des Verkäufers 00106939021

Titel
Probability and Stochastics
Autor
Erhan Nlar
Verlag
Springer-Verlag New York Inc.
Erscheinungsjahr
2011
Zustand
Good
Einband
Hardback
Sprache
Englisch
ISBN-10
0387878580
ISBN-13
9780387878584
Serie
Buch 84 von 180: Graduate Texts in Mathematics

World of Books (was SecondSale)

Montgomery, IL, USA

Verkäufer/-in mit 5 Sternen

Verkäufer:in bei ZVAB seit 20. Dezember 2007

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