Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning - Couverture rigide

Chaumont, L.; Yor, M.

 
9780521825856: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning
Couverture rigide
ISBN 10 : 0521825857 ISBN 13 : 9780521825856
Editeur : Cambridge University Press, 2003

Synopsis

This book was first published in 2003. Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probability, independence and conditioning, Gaussian variables, distributional computations, convergence of random variables, and random processes. For each exercise the authors have provided detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book was first published in 2003. Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probability, independence and conditioning, Gaussian variables, distributional computations, convergence of random variables, and random processes. For each exercise the authors have provided detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.

Revue de presse

Review of the hardback: 'In conclusion, this is an excellent book, which should be in every library, and also on the bookshelf of anyone with interests in advanced probability and random processes.' Society for Industrial and Applied Mathematics

Review of the hardback: '... extremely useful for graduate and postgraduate students and those who want to better understand advanced probability theory.' European Mathematical Society Newsletter

Review of the hardback: '... although the book could profitably be used as a companion to a graduate course in probability theory, it is probability best designed for the doctoral student who can read it alongside the source material. Used in that way, the book is a magnificent resource ... consistency and clarity of mathematical style ... For beginning researchers in stochastic mathematics, this book comes highly recommended and libraries should obtain a copy.' Journal of the Royal Statistical Society: Series A

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2003
Langue
anglais
ISBN 10 
0521825857
ISBN 13 
9780521825856
Reliure
Relié
Nombre de pages
254
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521121057: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning

Edition présentée

ISBN 10 :  0521121051 ISBN 13 :  9780521121057
Editeur : Cambridge University Press, 2009
Couverture souple