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Probability: Theory and Examples, Hardcover/Rick Durrett

Name: Probability: Theory and Examples, Hardcover/Rick Durrett
Brand: Cambridge University Press
Price: 682.99 RON
Availability: InStock

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elefant.ro

Cumpără

Pret

682.99 Lei

Categorie (vânzător)

Foreign Books

Marca

Cambridge University Press

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Preț: 682.99 Lei

Caracteristicile produsului Probability: Theory and Examples, Hardcover/Rick

Brand: Cambridge University Press
Categoria: Foreign Books
Magazin: elefant.ro
Ultima actualizare: 02-06-2026 00:26:10

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Descriere magazin:
Description This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of It \'s formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.

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