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9781447153603: Probability Theory: A Comprehensive Course (Universitext)

Sinopsis

This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils of random developments at financial markets, and they guide us in constructing more efficient algorithms.
 
To address these concepts, the title covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as:
 
• limit theorems for sums of random variables
• martingales
• percolation
• Markov chains and electrical networks
• construction of stochastic processes
• Poisson point process and infinite divisibility
• large deviation principles and statistical physics
• Brownian motion
• stochastic integral and stochastic differential equations.

The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

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Acerca del autor

Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany.

De la contraportada

This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils of random developments at financial markets, and they guide us in constructing more efficient algorithms.
 
To address these concepts, the title covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as:
 
limit theorems for sums of random variables
martingales
percolation
Markov chains and electrical networks
construction of stochastic processes
Poisson point process and infinite divisibility
large deviation principles and statistical physics
Brownian motion
stochastic integral and stochastic differential equations.

The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

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2nd Ed. XII, 638 p. Softcover....
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Otras ediciones populares con el mismo título

9781848006928: Probability Theory

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ISBN 10:  1848006926 ISBN 13:  9781848006928
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Klenke, Achim
Publicado por London, Springer., 2014
ISBN 10: 144715360X ISBN 13: 9781447153603
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2nd Ed. XII, 638 p. Softcover. 2nd ed. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Universitext. Sprache: Englisch. Nº de ref. del artículo: 4547FB

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Klenke, Achim
Publicado por Springer, 2013
ISBN 10: 144715360X ISBN 13: 9781447153603
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Paperback. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_331286253

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Klenke, Achim
Publicado por Springer, 2013
ISBN 10: 144715360X ISBN 13: 9781447153603
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Klenke Achim
Publicado por Springer, 2013
ISBN 10: 144715360X ISBN 13: 9781447153603
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Paperback. Condición: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Nº de ref. del artículo: Scanned144715360X

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