Exercises in probability
a guided tour from measure theory to random processes, via conditioning
2nd ed.
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Author
Contributions
- Yor, Marc - Contributor
Publication
2012 - Cambridge University Press, Cambridge, England
Language
English
Word Count
69,750 words, Guess
Page Count
279 pages
Identifiers
- Open LibraryOL25190230M
- ISBN-139781107606555
- OCLC Control Number773921342
- Library of Congress Control Number2012002653
Classifications
- DDC519.2
- LCCQA273.25 .C492 2012
Description
"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"--
Series Statement
- Cambridge series in statistical and probabilistic mathematics
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