Independently Published
Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum
Product Code:
9798599104889
ISBN13:
9798599104889
Condition:
New
$24.41
Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum
$24.41
In these lecture notes we give a self-contained and concise introduction to the essentials of modern probability theory. The material covers all concepts and techniques usually taught at BSc and first-year graduate level probability courses: Measure & integration theory, elementary probability theory, further probability, classic limit theorems, discrete-time and continuous-time martingales, Poisson processes, random walks & Markov chains and, finally, first steps towards Brownian motion. The text can serve as a course companion, for self study or as a reference text. Concepts, which will be useful for later chapters and further studies are introduced early on. The material is organized and presented in a way that will enable the readers to continue their study with any advanced text in probability theory, stochastic processes or stochastic analysis. Much emphasis is put on being reader-friendly and useful, giving a direct and quick start into a fascinating mathematical topic.
| Author: Ren? L. Schilling |
| Publisher: Independently Published |
| Publication Date: 44229 |
| Number of Pages: 450 pages |
| Binding: Mathematics |
| ISBN-10: |
| ISBN-13: 9798599104889 |
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