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<P>ADVANCED MATHS STUDENTS HAVE BEEN WAITING FOR THIS, THE THIRD EDITION OF A TEXT THAT DEALS WITH ONE OF THE FUNDAMENTALS OF THEIR FIELD. THIS BOOK CONTAINS A SYSTEMATIC TREATMENT OF PROBABILITY FROM THE GROUND UP, STARTING WITH INTUITIVE IDEAS AND GRADUALLY DEVELOPING MORE SOPHISTICATED SUBJECTS, SUCH AS RANDOM WALKS AND THE KALMAN-BUCY FILTER. EXAMPLES ARE DISCUSSED IN DETAIL, AND THERE ARE A LARGE NUMBER OF EXERCISES. THIS THIRD EDITION CONTAINS NEW PROBLEMS AND EXERCISES, NEW PROOFS, EXPANDED MATERIAL ON FINANCIAL MATHEMATICS, FINANCIAL ENGINEERING, AND MATHEMATICAL STATISTICS, AND A FINAL CHAPTER ON THE HISTORY OF PROBABILITY THEORY.</P>
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About the First English Edition: It is clear that this book contains important and interesting results obtained through a long time period, beginning with the classical Bernoulli's law of large numbers, and ending with very recent results concerning convergence of martingales and absolute continuity of probability measures. Let us note especially that the great number of ideas, notions and statements in the book are well-motivated, explained in detail and illustrated by suitably chosen examples and a large number of exercises. Thus, the present book is a synthesis of all significant classical ideas and results, and many of the major achievements of modern probability theory. In the whole it is a welcome addition to mathematical literature and can become an indispensable textbook for courses in stochastics. - J. Stoyanov, Zentralblatt
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Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.
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- EditorialSpringer-Verlag GmbH
- Año de publicación2019
- ISBN 10 0387722076
- ISBN 13 9780387722078
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- Número de edición3
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Probability, Vol. 2
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Probability, Vol. 2
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Probability-2
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Descripción Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory. 360 pp. Englisch. Nº de ref. del artículo: 9780387722078
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Probability: Vol. 2 (Graduate Texts in Mathematics)
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(2019)
ISBN 10: 0387722076
ISBN 13: 9780387722078
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Probability: Vol. 2 (Graduate Texts in Mathematics)
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ISBN 13: 9780387722078
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Probability-2
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Descripción Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook is the second volume of a pair that presents the latest English edition of the author's classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expanded material on financial mathematics and financial engineering; new problems, exercises, and proofs throughout; and a Historical Review charting the development of the mathematical theory of probability. Suitable for an advanced undergraduate or beginning graduate student with a course in probability theory, this volume forms the natural sequel to Probability-1.Probability-2 opens with classical results related to sequences and sums of independent random variables, such as the zero-one laws, convergence of series, strong law of large numbers, and the law of the iterated logarithm. The subsequent chapters go on to develop the theory of random processes with discrete time: stationary processes, martingales, and Markov processes. The Historical Review illustrates the growth from intuitive notions of randomness in history through to modern day probability theory and theory of random processes.Along with its companion volume, this textbook presents a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises throughout. Nº de ref. del artículo: 9780387722078
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Probability 2
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Probability: Vol. 2 (Graduate Texts in Mathematics)
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