A second course in probability
著者
書誌事項
A second course in probability
Cambridge University Press, 2023
2nd ed
- :paperback
大学図書館所蔵 件 / 全3件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p.179) and index
内容説明・目次
内容説明
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.
目次
- 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.
「Nielsen BookData」 より