確率（第４版）<br>Probability : Theory and Examples (Cambridge Series in Statistical and Probabilistic Mathematics) （4TH）

確率（第４版）
Probability : Theory and Examples (Cambridge Series in Statistical and Probabilistic Mathematics) （4TH）

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  • 製本 Hardcover:ハードカバー版／ページ数 428 p.／サイズ 532 exercises
  • 言語 ENG
  • 商品コード 9780521765398
  • DDC分類 519.2

基本説明

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The new edition begins with a short chapter on measure theory to orient readers new to the subject.

Full Description


This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

Contents

1. Measure theory; 2. Laws of large numbers; 3. Central limit theorems; 4. Random walks; 5. Martingales; 6. Markov chains; 7. Ergodic theorems; 8. Brownian motion; Appendix A. Measure theory details.