Exercises in Probability - A Guided Tour From Measure Theory to Random Processes, Via

Informationen zum Autor Loïc Chaumont is a Professor in the Laboratoire Angevin de Recherche en Mathématiques (LAREMA) at Université d'Angers. Klappentext Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers. Zusammenfassung Ideal for independent study or as a companion to a course in advanced probability theory! this book now includes over 100 exercises. In each case! the authors provide a detailed solution and references for preliminary and further reading. Insightful notes help to set the exercises in context. Inhaltsverzeichnis Preface to the Second Edition; Preface to the First Edition; 1. Measure theory and probability; 2. Independence and conditioning; 3. Gaussian variables; 4. Distributional computations; 5. Convergence of random variables; 6. Random processes; Where is the notion N discussed?; Final suggestions: how to go further?; References; Index.

Product details

• Authors: Loic Chaumont, Loïc Chaumont, Loic (Universite d'Angers Chaumont, Loic Yor Chaumont, Marc Yor, Marc (Universite de Paris VI (Pierre et Marie Curie)) Yor
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Paperback / Softback
• Released: 19.07.2012
• EAN: 9781107606555
• ISBN: 978-1-107-60655-5
• No. of pages: 300
• Series: Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge Series in Statistica; Cambridge Series in Statistical and Probabilistic; Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge Series in Statistical and Probabilistic
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics