Probability Theory: A Comprehensive Course - Couverture souple

Klenke, Achim

Couverture souple

ISBN 10 : 144715360X ISBN 13 : 9781447153603

Editeur : Springer London Ltd, 2013

Synopsis

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including:
- limit theorems for sums of random variables
- martingales
- percolation
- Markov chains and electrical networks
- construction of stochastic processes
- Poisson point process and infinite divisibility
- large deviation principles and statistical physics
- Brownian motion
- stochastic integral and stochastic differential equations.

The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

A propos du livre

À propos de l?auteur

Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany.

Détails de l'édition

• Éditeur: Springer London Ltd
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 144715360X
• ISBN 13: 9781447153603
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 638
• Coordonnées du fabricant: non disponible