The brand new edition of this classic text--with more exercises andeasier to use than ever Like the first edition, this new version ofLamperti's classic text succeeds in making this fascinating area ofmathematics accessible to readers who have limited knowledge ofmeasure theory and only some familiarity with elementaryprobability. Streamlined for even greater clarity and with moreexercises to help develop and reinforce skills, Probability isideal for graduate and advanced undergraduate students--both in andout of the classroom. Probability covers:
* Probability spaces, random variables, and other fundamentalconcepts
* Laws of large numbers and random series, including the Law of theIterated Logarithm
* Characteristic functions, limiting distributions for sums andmaxima, and the "Central Limit Problem"
* The Brownian Motion process
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
JOHN W. LAMPERTI is Professor of Mathematics at Dartmouth College and the author of Stochastic Processes: A Survey of the Mathematical Theory.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Hardcover. Etat : new. Hardcover. The brand new edition of this classic text--with more exercises andeasier to use than ever Like the first edition, this new version ofLamperti's classic text succeeds in making this fascinating area ofmathematics accessible to readers who have limited knowledge ofmeasure theory and only some familiarity with elementaryprobability. Streamlined for even greater clarity and with moreexercises to help develop and reinforce skills, Probability isideal for graduate and advanced undergraduate students--both in andout of the classroom. Probability covers: * Probability spaces, random variables, and other fundamentalconcepts * Laws of large numbers and random series, including the Law of theIterated Logarithm * Characteristic functions, limiting distributions for sums andmaxima, and the "Central Limit Problem" * The Brownian Motion process This text provides a fast survey of the field of probability and should be suitable for the reader with limited experience of the subject. The second edition contains exercises throughout. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9780471154075
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