Probability : theory and examples

書誌事項

Probability : theory and examples

Rick Durrett

(Cambridge series on statistical and probabilistic mathematics)

Cambridge University Press, 2010

4th ed

  • : hbk

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注記

Includes bibliographical references (p. 419-424) and index

内容説明・目次

内容説明

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 fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

目次

  • 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.

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詳細情報

  • NII書誌ID(NCID)
    BB03181489
  • ISBN
    • 9780521765398
  • LCCN
    2010013387
  • 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
    New York
  • ページ数/冊数
    x, 428 p.
  • 大きさ
    26 cm
  • 分類
  • 件名
  • 親書誌ID
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