A Second Course in Probability

ISBN-13: 9781009179911 / Miękka / 2023 / 196 str.

Erol A. (Boston University) Pekoez

Opis

The second edition of this popular text explores advanced topics in probability while keeping mathematical prerequisites to a minimum.

Recenzje

'This book, as the title suggests, is an excellent second read for learning probability. The set of covered topics is original, and deep results are explained, along with rigorous proofs, without losing the reader in too much theory. In addition, a profusion of interesting examples and exercises are provided alongside the chapters.' Olivier Lévêque, École Polytechnique Fédérale de Lausanne

Spis treści

Preface; 1. Measure Theory and Laws of Large Numbers; 2. Stein's Method and Central Limit Theorems; 3. Conditional Expectation and Martingales; 4. Bounding Probabilities and Expectations; 5. Markov Chains; 6. Renewal Theory; 7. Brownian Motion; References; Index.