Probability Theory: A Comprehensive Course - Universitext (Paperback)
  • Probability Theory: A Comprehensive Course - Universitext (Paperback)
zoom

Probability Theory: A Comprehensive Course - Universitext (Paperback)

(author)
£64.99
Paperback 638 Pages / Published: 17/09/2013
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including:
* 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.

Publisher: Springer London Ltd
ISBN: 9781447153603
Number of pages: 638
Weight: 1138 g
Dimensions: 235 x 155 x 36 mm
Edition: 2nd ed. 2014


MEDIA REVIEWS

From the book reviews:

"The book is dedicated to graduate students who start to learn probability theory as well as to those who need an excellent reference book. ... All results are presented in a self-contained way and are rigorously proved. Each section of the 26 chapters ends with a number of exercises, overall more than 270. ... Altogether it is a very valuable book for all students who specialize in probability theory or statistics." (Mathias Trabs, zbMATH, Vol. 1295, 2014)

"The book under review is a standard graduate textbook in this area of mathematics that collects various classical and modern topics in a friendly volume. ... the book contains many exercises. It is a very good source for a course in probability theory for advanced undergraduates and first-year graduate students. ... the book should be useful for a wide range of audiences, including students, instructors, and researchers from all branches of science who are dealing with random phenomena." (Mehdi Hassani, MAA Reviews, May, 2014)

You may also be interested in...

Principles of Statistics
Added to basket
The Norm Chronicles
Added to basket
Risk
Added to basket
£12.99
Paperback
Naked Statistics
Added to basket
£12.99
Paperback
The Signal and the Noise
Added to basket
Statistics
Added to basket
£29.50
Paperback
Cartoon Guide to Statistics
Added to basket
Probability: A Very Short Introduction
Added to basket
How to Use Statistics
Added to basket
Statistics Essentials For Dummies
Added to basket
Statistics
Added to basket
£45.99
Paperback
A Dictionary of Statistics 3e
Added to basket
Statistics II for Dummies
Added to basket

Please sign in to write a review

Your review has been submitted successfully.