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Beschreibung
"This text provides a rigorous, yet entertaining, introduction to modern probability theory and the analytic ideas and tools on which it relies. The third edition includes a new treatment of the Gaussian isoperimetric inequality and numerous improvements and clarifications. With more than 750 exercises, it is ideal for first-year graduate students"--
"This text provides a rigorous, yet entertaining, introduction to modern probability theory and the analytic ideas and tools on which it relies. The third edition includes a new treatment of the Gaussian isoperimetric inequality and numerous improvements and clarifications. With more than 750 exercises, it is ideal for first-year graduate students"--
Über den Autor
Daniel W. Stroock is Simons Professor Emeritus of Mathematics at the Massachusetts Institute of Technology. He has published numerous articles and books, most recently 'Elements of Stochastic Calculus and Analysis' (2018) and 'Gaussian Measures in Finite and Infinite Dimensions' (2023).
Inhaltsverzeichnis
Notation; 1. Sums of independent random variables; 2. The central limit theorem; 3. Infinitely divisible laws; 4. Lévy processes; 5. Conditioning and martingales; 6. Some extensions and applications of martingale theory; 7. Continuous parameter martingales; 8. Gaussian measures on a Banach space; 9. Convergence of measures on a Polish space; 10. Wiener measure and partial differential equations; 11. Some classical potential theory; References; Index.
Details
Erscheinungsjahr: 2024
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9781009549004
ISBN-10: 1009549006
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Stroock, Daniel W.
Hersteller: Cambridge University Press
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 254 x 178 x 26 mm
Von/Mit: Daniel W. Stroock
Erscheinungsdatum: 14.10.2024
Gewicht: 0,873 kg
Artikel-ID: 130183077

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