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Probability Theory: An Analytic View de Daniel W. Stroock

Probability Theory: An Analytic View

Autor Daniel W. Stroock
en Limba Engleză Paperback – 30 dec 2010
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.
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Specificații

ISBN-13: 9780521132503
ISBN-10: 0521132509
Pagini: 548
Ilustrații: 768 exercises
Dimensiuni: 179 x 254 x 27 mm
Greutate: 0.92 kg
Ediția:Revizuită
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:New York, United States

Cuprins

1. Sums of independent random variables; 2. The central limit theorem; 3. Infinitely divisible laws; 4. Levy processes; 5. Conditioning and martingales; 6. Some extensions and applications of martingale theory; 7. Continuous parameter martingales; 8. Gaussian measures on a Banach space; 9. Convergence of measures on a Polish space; 10. Wiener measure and partial differential equations; 11. Some classical potential theory.

Recenzii

'… uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists. … We can expect it to take its place alongside the classics of probability theory.' Mathematical Reviews

Descriere

A second edition of Daniel W. Stroock's classic probability theory textbook suitable for first-year graduate students with a good grasp of introductory, undergraduate probability.