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Exercises in Probability : a Guided Tour from Measure Theory to Random Processes, via Conditioning.

Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chaumont, L. (Loïc)
Otros Autores: Yor, Marc
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, 2012.
Colección:Cambridge series on statistical and probabilistic mathematics.
Temas:
Acceso en línea:Texto completo

MARC

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505 0 |a 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? 
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650 0 |a Probabilities. 
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