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Exercises in probability : a guided tour from measure theory to random processes, via conditioning /

"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future mart...

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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.
Edición:2nd ed.
Colección:Cambridge series on statistical and probabilistic mathematics.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"--
Descripción Física:1 online resource (xx, 279 pages)
Bibliografía:Includes bibliographical references (pages 270-277) and index.
ISBN:9781139526562
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1107232309
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1139528955
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9786613840967
6613840963