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Probability Theory

- A Comprehensive Course
Af: Achim Klenke Engelsk Paperback

Probability Theory

- A Comprehensive Course
Af: Achim Klenke Engelsk Paperback
Tjek vores konkurrenters priser
This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.

Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as:

  • limit theorems for sums of random variables
  • martingales
  • percolation
  • Markov chains and electrical networks
  • construction of stochastic processes
  • Poisson point process and infinite divisibility
  • large deviation principles and statistical physics
  • Brownian motion
  • stochastic integrals and stochastic differential equations.
The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts.

This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.

Tjek vores konkurrenters priser
Normalpris
kr 573
Fragt: 39 kr
6 - 8 hverdage
20 kr
Pakkegebyr
God 4 anmeldelser på
Tjek vores konkurrenters priser
This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.

Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as:

  • limit theorems for sums of random variables
  • martingales
  • percolation
  • Markov chains and electrical networks
  • construction of stochastic processes
  • Poisson point process and infinite divisibility
  • large deviation principles and statistical physics
  • Brownian motion
  • stochastic integrals and stochastic differential equations.
The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts.

This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.

Produktdetaljer
Sprog: Engelsk
Sider: 716
ISBN-13: 9783030564018
Indbinding: Paperback
Udgave:
ISBN-10: 3030564010
Udg. Dato: 31 okt 2020
Længde: 42mm
Bredde: 236mm
Højde: 189mm
Forlag: Springer Nature Switzerland AG
Oplagsdato: 31 okt 2020
Forfatter(e): Achim Klenke
Forfatter(e) Achim Klenke


Kategori Kybernetik og systemteori


ISBN-13 9783030564018


Sprog Engelsk


Indbinding Paperback


Sider 716


Udgave


Længde 42mm


Bredde 236mm


Højde 189mm


Udg. Dato 31 okt 2020


Oplagsdato 31 okt 2020


Forlag Springer Nature Switzerland AG

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