You might also like

More about Basic Course in Probability Theory

• Book details
• Synopsis
• Trending among others

You get 183 loyalty points

Book synopsis

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer-Chernoff, Bahadur-Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry-Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

• Full title: Basic Course in Probability Theory
• Author: Rabi Bhattacharya, Edward C. Waymire
• Language: English
• Binding: Paperback
• Number of pages: 265
• EAN: 9783319479729
• ISBN: 3319479725
• ID: 14277765
• Publisher: Springer International Publishing AG
• Weight: 442 g
• Dimensions: 157 × 235 × 22 mm
• Date of publishing: 21. February 2017

Trending among others

---

---

---