Probability : theory and examples

書誌事項

Probability : theory and examples

Richard Durrett

Duxbury Press, c1991

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注記

Bibliography: p. 437-444

Includes index

内容説明・目次

内容説明

This text is designed for a one-term or one-year course in probability. Throughout the book, as theory is developed, Durrett presents many examples and emphasizes results that are useful in solving problems. An appendix gives complete proofs of the results needed to form measure theory. Also included are a numer of nonstandard topics, such as large deviations, local limit theoremcs, renewal theory, Markov chains on general state space, subadditive ergodic theory, and central limit theorems for stationary sequences and martingales. This text is also a useful reference for people who study probability or apply it in their work. This book should be of interest to first year undergraduates with experience of calculus taking courses in probability.

目次

Introductory lecture. Laws of large numbers. Central limit theorems. Random walks. Martingales. Markov chains. Ergodic theorems. Brownian motion. The essentials of measure theory.

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詳細情報

  • NII書誌ID(NCID)
    BA27785699
  • ISBN
    • 0534132065
  • LCCN
    90037802
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Belmont, Calif.
  • ページ数/冊数
    ix, 453 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
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