A second course in probability
Author(s)
Bibliographic Information
A second course in probability
Cambridge University Press, 2023
2nd ed
- :paperback
Available at 3 libraries
Note
Includes bibliographical references (p.179) and index
Description and Table of Contents
Description
Written by Sheldon Ross and Erol Pekoez, 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.
Table of Contents
- Preface
- 1. Measure Theory and Laws of Large Numbers
- 2. Stein's Method and Central Limit Theorems
- 3. Conditional Expectation and Martingales
- 4. Bounding Probabilities and Expectations
- 5. Markov Chains
- 6. Renewal Theory
- 7. Brownian Motion
- References
- Index.
by "Nielsen BookData"