Probability Theory

A Comprehensive Course

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis, Statistics
Cover of the book Probability Theory by Achim Klenke, Springer London
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Achim Klenke ISBN: 9781447153610
Publisher: Springer London Publication: August 30, 2013
Imprint: Springer Language: English
Author: Achim Klenke
ISBN: 9781447153610
Publisher: Springer London
Publication: August 30, 2013
Imprint: Springer
Language: English

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including:
 • 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 integral and stochastic differential equations.

The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including:
 • 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 integral and stochastic differential equations.

The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

More books from Springer London

Cover of the book Finite Element Method in Machining Processes by Achim Klenke
Cover of the book Hybrid Electric Vehicles by Achim Klenke
Cover of the book Urological Prostheses, Appliances and Catheters by Achim Klenke
Cover of the book Classical Finite Transformation Semigroups by Achim Klenke
Cover of the book Guide to Wireless Ad Hoc Networks by Achim Klenke
Cover of the book Analysis for Computer Scientists by Achim Klenke
Cover of the book Tools for Computational Finance by Achim Klenke
Cover of the book Multi-Paradigm Programming using C++ by Achim Klenke
Cover of the book Ethics in Reproductive Medicine by Achim Klenke
Cover of the book Thermal Power Plant Performance Analysis by Achim Klenke
Cover of the book Atlas of Knee Arthroscopy by Achim Klenke
Cover of the book High-Risk IV Medications in Special Patient Populations by Achim Klenke
Cover of the book Energy, Transport, & the Environment by Achim Klenke
Cover of the book Pathology of the Pancreas by Achim Klenke
Cover of the book Integrated Imaging and Vision Techniques for Industrial Inspection by Achim Klenke
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy