Skip to content

Exercises in Probability A Guided Tour from Measure Theory to Random Processes, Via Conditioning

Spend $50 to get a free DVD!

ISBN-10: 1107606551

ISBN-13: 9781107606555

Edition: 2nd 2012

Authors: Lo�c Chaumont, Marc Yor

List price: $86.95
Shipping box This item qualifies for FREE shipping.
Blue ribbon 30 day, 100% satisfaction guarantee!
Buy eBooks
what's this?
Rush Rewards U
Members Receive:
Carrot Coin icon
XP icon
You have reached 400 XP and carrot coins. That is the daily max!

Description:

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. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.
Customers also bought

Book details

List price: $86.95
Edition: 2nd
Copyright year: 2012
Publisher: Cambridge University Press
Publication date: 7/19/2012
Binding: Paperback
Pages: 300
Size: 6.75" wide x 9.75" long x 0.75" tall
Weight: 1.298
Language: English

Preface to the Second Edition
Preface to the First Edition
Measure theory and probability
Independence and conditioning
Gaussian variables
Distributional computations
Convergence of random variables
Random processes
Where is the notion N discussed?
Final suggestions: how to go further?
References
Index