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

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ISBN-10: 1107606551

ISBN-13: 9781107606555

Edition: 2nd 2012

Authors: Lo�c Chaumont, Marc Yor

List price: $86.95
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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…    
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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
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