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.
Library | Item Barcode | Call Number | Material Type | Item Category 1 |
---|
PSZ JB | 30000010300984 | QA273.25 C43 2012 | Open Access Book | Book |