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

書誌事項

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

L. Chaumont and M. Yor

(Cambridge series on statistical and probabilistic mathematics)

Cambridge University Press, 2003

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注記

Bibliography: p. 229-233

Includes index

内容説明・目次

内容説明

This book was first published in 2003. Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probability, independence and conditioning, Gaussian variables, distributional computations, convergence of random variables, and random processes. For each exercise the authors have provided 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. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.

目次

  • 1. Measure theory and probability
  • 2. Independence and conditioning
  • 3. Gaussian variables
  • 4. Distributional computations
  • 5. Convergence of random variables
  • 6. Random processes.

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詳細情報

  • NII書誌ID(NCID)
    BA64749457
  • ISBN
    • 0521825857
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cambridge, U.K.
  • ページ数/冊数
    xv, 236 p.
  • 大きさ
    26 cm
  • 分類
  • 件名
  • 親書誌ID
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