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Probability Theory
A Comprehensive Course
Taschenbuch von Achim Klenke
Sprache: Englisch

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Beschreibung
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.
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.
Über den Autor
Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany. He is known for his work on interacting particle systems, stochastic analysis, and branching processes, in particular for his pioneering work with Leonid Mytnik on infinite rate mutually catalytic branching processes.
Zusammenfassung

Provides a complete introduction to probability theory, including measure theory and scientific applications

New updated edition includes concise summaries of each section, as well as outlooks and questions in the text

Clearly written to make complicated mathematics accessible

Inhaltsverzeichnis
1 Basic Measure Theory.- 2 Independence.- 3 Generating Functions.- 4 The Integral.- 5 Moments and Laws of Large Numbers.- 6 Convergence Theorems.- 7 Lp-Spaces and the Radon-Nikodym Theorem.- 8 Conditional Expectations.- 9 Martingales.- 10 Optional Sampling Theorems.- 11 Martingale Convergence Theorems and Their Applications.- 12 Backwards Martingales and Exchangeability.- 13 Convergence of Measures.- 14 Probability Measures on Product Spaces.- 15 Characteristic Functions and the Central Limit Theorem.- 16 Infinitely Divisible Distributions.- 17 Markov Chains.- 18 Convergence of Markov Chains.- 19 Markov Chains and Electrical Networks.- 20 Ergodic Theory.- 21 Brownian Motion.- 22 Law of the Iterated Logarithm.- 23 Large Deviations.- 24 The Poisson Point Process.- 25 The Itô Integral.- 26 Stochastic Differential Equations.- References.- Notation Index.- Name Index.- Subject Index.
Details
Erscheinungsjahr: 2020
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 732
Reihe: Universitext
Inhalt: xiv
716 S.
31 s/w Illustr.
24 farbige Illustr.
716 p. 55 illus.
24 illus. in color.
ISBN-13: 9783030564018
ISBN-10: 3030564010
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Klenke, Achim
Auflage: 3rd ed. 2020
Hersteller: Springer International Publishing
Springer International Publishing AG
Universitext
Maße: 235 x 155 x 40 mm
Von/Mit: Achim Klenke
Erscheinungsdatum: 31.10.2020
Gewicht: 1,089 kg
preigu-id: 118735924
Über den Autor
Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany. He is known for his work on interacting particle systems, stochastic analysis, and branching processes, in particular for his pioneering work with Leonid Mytnik on infinite rate mutually catalytic branching processes.
Zusammenfassung

Provides a complete introduction to probability theory, including measure theory and scientific applications

New updated edition includes concise summaries of each section, as well as outlooks and questions in the text

Clearly written to make complicated mathematics accessible

Inhaltsverzeichnis
1 Basic Measure Theory.- 2 Independence.- 3 Generating Functions.- 4 The Integral.- 5 Moments and Laws of Large Numbers.- 6 Convergence Theorems.- 7 Lp-Spaces and the Radon-Nikodym Theorem.- 8 Conditional Expectations.- 9 Martingales.- 10 Optional Sampling Theorems.- 11 Martingale Convergence Theorems and Their Applications.- 12 Backwards Martingales and Exchangeability.- 13 Convergence of Measures.- 14 Probability Measures on Product Spaces.- 15 Characteristic Functions and the Central Limit Theorem.- 16 Infinitely Divisible Distributions.- 17 Markov Chains.- 18 Convergence of Markov Chains.- 19 Markov Chains and Electrical Networks.- 20 Ergodic Theory.- 21 Brownian Motion.- 22 Law of the Iterated Logarithm.- 23 Large Deviations.- 24 The Poisson Point Process.- 25 The Itô Integral.- 26 Stochastic Differential Equations.- References.- Notation Index.- Name Index.- Subject Index.
Details
Erscheinungsjahr: 2020
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 732
Reihe: Universitext
Inhalt: xiv
716 S.
31 s/w Illustr.
24 farbige Illustr.
716 p. 55 illus.
24 illus. in color.
ISBN-13: 9783030564018
ISBN-10: 3030564010
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Klenke, Achim
Auflage: 3rd ed. 2020
Hersteller: Springer International Publishing
Springer International Publishing AG
Universitext
Maße: 235 x 155 x 40 mm
Von/Mit: Achim Klenke
Erscheinungsdatum: 31.10.2020
Gewicht: 1,089 kg
preigu-id: 118735924
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