Probability
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Author
Publication
2007 - American Mathematical Society, Providence, R.I, Rhode Island
Language
English
Word Count
56,000 words, Guess
Page Count
224 pages
Identifiers
- Open LibraryOL13638473M
- ISBN-139780821842157
- ISBN-100821842153
- OCLC Control Number74942803
- OCLC Control Numberprobabilitygradu00khos
and 1 more
- Library of Congress Control Number2006052603
Classifications
- LCCQA273 .K488 2007
Description
"This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones." "The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes."--BOOK JACKET
Subjects
Topics
Series Statement
- Graduate studies in mathematics -- v. 80
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