Probability : The Classical Limit Theorems

Henry Mckean

ISBN 10: 110762827X / ISBN 13: 9781107628274

Edité par Cambridge University Press, 2014

A propos de cet article

Druck auf Anfrage Neuware - Printed after ordering - Probability theory has been extraordinarily successful at describing a variety of phenomena, from the behaviour of gases to the transmission of messages, and is, besides, a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bell-shaped curve, the law of averages, and so on, concepts that crop up in so many settings they are in some sense universal. This universality is predicted by probability theory to a remarkable degree. This book explains that theory and investigates its ramifications. Assuming a good working knowledge of basic analysis, real and complex, the author maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text.

N° de réf. du vendeur 9781107628274

Détails bibliographiques

• Titre: Probability : The Classical Limit Theorems
• Éditeur: Cambridge University Press
• Date de parution: 2014
• Langue: anglais
• ISBN à 10 chiffres: 110762827X
• ISBN à 13 chiffres: 9781107628274
• Reliure: Taschenbuch
• État de l'article: Neu

A propos de ce titre

Synopsis

Probability theory has been extraordinarily successful at describing a variety of phenomena, from the behaviour of gases to the transmission of messages, and is, besides, a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bell-shaped curve, the law of averages, and so on, concepts that crop up in so many settings they are in some sense universal. This universality is predicted by probability theory to a remarkable degree. This book explains that theory and investigates its ramifications. Assuming a good working knowledge of basic analysis, real and complex, the author maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text.

À propos de l?auteur

Henry McKean is a professor in the Courant Institute of Mathematical Sciences at New York University. He is a fellow of the American Mathematical Society and in 2007 he received the Leroy P. Steele Prize for his life's work.