A Second Course in Probability (2nd Revised edition)

Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	July 2023
Authors:	Sheldon M. Ross • Erol A. Peköz
Pages:	196
Edition:	2nd Revised edition
ISBN-13:	978-1-00-917991-1
Categories:	Books
LSN:	1-00-917991-8
Barcode:	9781009179911

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