Probability by Rick Durrett - 9781108473682
ProbabilityTheory and Examples
Author(s): Rick Durrett
Format: Hardback
Publisher: Cambridge University Press, United Kingdom
Imprint: Cambridge University Press
ISBN-13: 9781108473682, 978-1108473682
Synopsis
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 pr.
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Details:Probability by Rick Durrett - 9781108473682
ProbabilityTheory and Examples
Author(s): Rick Durrett
Format: Hardback
Publisher: Cambridge University Press, United Kingdom
Imprint: Cambridge University Press
ISBN-13: 9781108473682, 978-1108473682
Synopsis
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 pr.
Price now:
From
ÂŁ64.99
To
ÂŁ94.58
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Product Description
ProbabilityTheory and Examples
Author(s): Rick Durrett
Format: Hardback
Publisher: Cambridge University Press, United Kingdom
Imprint: Cambridge University Press
ISBN-13: 9781108473682, 978-1108473682
Synopsis
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 pr.
Product Specifications
General | |
|---|---|
format | hardcover |
Language | english |
series | cambridge series in statistical and probabilistic mathematics ser. |
type | study guide |
artist | not specified |
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