Probability Theory

Vivek S. Borkar

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An Advanced Course, Paperback
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This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison­ Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.
PX9780387945583

Productspecificaties

Auteur
(7)
Vivek S. Borkar  
Genre
(10)
Wetenschappen  
Fonds
(28)
Springer Verlag  
Uitgavedatum
(32)
30/09/2010
Gewicht
(1)
227
Volume
(2)
241mm, 165mm, 13mm
Pagina's
(8)
138
Druk
(30)
1
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