Probability: Theory and Examples

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Probability: Theory and Examples

Probability: Theory and Examples

Name: Probability: Theory and Examples
ISBN: 9786612818660

Rick Durrett

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This book is an introduction to probability theory covering 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.

カテゴリー:

Mathematics

年:

2010

版:

4th

出版社:

Cambridge University Press

言語:

english

ページ:

440