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Probability - 9780521765398

Un libro in lingua di Rick Durrett edito da Cambridge Univ Pr, 2010

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This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems.

This series of high-quality upper-division textbooks and expository monographs covers all aspects of stochastic applicable mathematics. The topics range from pure and applied statistics to probability theory, operations research, optimization, and mathematical programming. The books contain clear presentations of new developments in the field and also of the state of the art in classical methods. While emphasizing rigorous treatment of theoretical methods, the books also contain applications and discussions of new techniques made possible by advances in computational practice.

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