ISBN: 9781108473682 - probability: theory and examples (cambridge series in statistical and probabilistic mathematics, 49, band 49) (5 Ergebnisse)

Hardcover. Zustand: Very Good. 5. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Zustand: New. In English.

Zustand: New.

Hardcover. Zustand: Brand New. 5th edition. 419 pages. 10.00x7.00x1.00 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…