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Exercises in Probability - A Guided Tour from Measure Theory to Random Processes, via Conditioning (Paperback, 2nd Revised edition)
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Exercises in Probability - A Guided Tour from Measure Theory to Random Processes, via Conditioning (Paperback, 2nd Revised edition)
Series: Cambridge Series in Statistical and Probabilistic Mathematics
Expected to ship within 9 - 15 working days
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Derived from extensive teaching experience in Paris, this second
edition now includes over 100 exercises in probability. New
exercises have been added to reflect important areas of current
research in probability theory, including infinite divisibility of
stochastic processes, past-future martingales and fluctuation
theory. For each exercise the authors provide 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.
General
Imprint: |
Cambridge UniversityPress
|
Country of origin: |
United Kingdom |
Series: |
Cambridge Series in Statistical and Probabilistic Mathematics |
Release date: |
July 2012 |
First published: |
September 2012 |
Authors: |
Loic Chaumont
• Marc Yor
|
Dimensions: |
254 x 178 x 16mm (L x W x T) |
Format: |
Paperback - Trade
|
Pages: |
300 |
Edition: |
2nd Revised edition |
ISBN-13: |
978-1-107-60655-5 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
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LSN: |
1-107-60655-1 |
Barcode: |
9781107606555 |
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