Probability - Rick Durrett

Probability

Theory and Examples

(Autor)

Buch | Hardcover
440 Seiten
2010 | 4th Revised edition
Cambridge University Press (Verlag)
978-0-521-76539-8 (ISBN)
79,80 inkl. MwSt
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This classic introduction to probability theory for beginning graduate students is a comprehensive treatment concentrating on the results most useful for applications.
This classic introduction to probability theory for beginning graduate students covers 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. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

Rick Durrett received his PhD in Operations Research from Stanford University in 1976. After nine years at UCLA and twenty-five at Cornell University, he moved to Duke University in 2010, where he is a Professor of Mathematics. He is the author of eight books and more than 170 journal articles on a wide variety of topics, and he has supervised more than 40 PhD students. He is a member of the National Academy of Science and the American Academy of Arts and Sciences and a Fellow of the Institute of Mathematical Statistics.

1. Measure theory; 2. Laws of large numbers; 3. Central limit theorems; 4. Random walks; 5. Martingales; 6. Markov chains; 7. Ergodic theorems; 8. Brownian motion; Appendix A. Measure theory details.

Erscheint lt. Verlag 30.8.2010
Reihe/Serie Cambridge Series in Statistical and Probabilistic Mathematics
Zusatzinfo Worked examples or Exercises; 23 Line drawings, unspecified
Verlagsort Cambridge
Sprache englisch
Maße 182 x 260 mm
Gewicht 930 g
Themenwelt Mathematik / Informatik Mathematik Statistik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte Wahrscheinlichkeitsrechnung
ISBN-10 0-521-76539-0 / 0521765390
ISBN-13 978-0-521-76539-8 / 9780521765398
Zustand Neuware
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