| Dewey Class |
519.2 |
| Title |
Probability : : theory and examples / / Rick Durrett. |
| ( EBook) |
| Author |
Durrett, Richard, , 1951- |
| Edition statement |
Fifth edition. |
| Publication |
Cambridge : : Cambridge University Press, , 2019. |
| Physical Details |
1 online resource (xii, 419 pages) : : digital, PDF file(s). |
| ISBN |
9781108591034 (ebook) |
| -- 9781108473682 (hardback) |
| Note |
Title from publisher's bibliographic system (viewed on 26 Mar 2019). |
| Summary Note |
This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.: |
| Contents note |
Measure theory -- Laws of large numbers -- Central limit theorems -- Martingales -- Markov chains -- Ergodic theorems -- Brownian motion -- Applications to random walks -- Multidimensional Brownian motion -- Appendix A. Measure theory details. |
| Mode of acces to digital resource |
Digital reproduction.- |
| Cambridge : |
| Cambridge University Press, |
| 2019 |
| Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
| Internet Site |
https://doi.org/10.1017/9781108591034 |
| Links to Related Works |
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