Measure Theory, Probability, and Stochastic Processes (Hardcover, 1st ed. 2022)

This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis. Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selection of illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix. Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory. Students interested in learning more about Brownian motion, and other continuous-time stochastic processes, may continue reading the author's more advanced textbook in the same series (GTM 274).

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Graduate Texts in Mathematics, 295
Release date:	October 2022
First published:	2022
Authors:	Jean-Francois Le Gall
Dimensions:	235 x 155 x 27mm (L x W x T)
Format:	Hardcover
Pages:	406
Edition:	1st ed. 2022
ISBN-13:	978-3-03-114204-8
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Integral equations Promotions
LSN:	3-03-114204-7
Barcode:	9783031142048

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!