Exercises in probability : a guided tour from measure theory to random processes, via conditioning
Title
Exercises in probability : a guided tour from measure theory to random processes, via conditioning

Personal Author
Chaumont, L. (Loïc)

Series
Cambridge series in statistical and probabilistic mathematics

Edition
2nd ed.

Publication Information
Cambridge ; New York : Cambridge University Press, 2012

Physical Description
279 p. ; 25 cm.

ISBN
9781107606555

Abstract
"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"-- Provided by publisher.

Subject Term
Probabilities
 
Probabilities -- Problems, exercises, etc.

Added Author
Yor, Marc.


LibraryItem BarcodeCall NumberMaterial TypeItem Category 1
PSZ JB30000010300984QA273.25 C43 2012Open Access BookBook