Probability Theory - A Comprehensive Course (Paperback, 3rd ed. 2020)

This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as: 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 integrals and stochastic differential equations. The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts. This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	Universitext
Release date:	October 2020
First published:	2020
Authors:	Achim Klenke
Dimensions:	235 x 155 x 42mm (L x W x T)
Format:	Paperback
Pages:	716
Edition:	3rd ed. 2020
ISBN-13:	978-3-03-056401-8
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Physics > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Integral equations Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science Books > Professional & Technical > Mechanical engineering & materials > Materials science > Mechanics of solids > Dynamics & vibration
LSN:	3-03-056401-0
Barcode:	9783030564018

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