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The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses. The first six chapters focus on some central areas of what might be called pure probability theory: multivariate random variables, conditioning, transforms, order variables, the multivariate normal distribution, convergence. A final chapter is devoted to the Poisson process as a means both to introduce stochastic processes and to apply many of the techniques introduced earlier in the text.§Students are assumed to have taken a first course in probability, though no knowledge of measure theory is assumed. Throughout, the presentation is thorough and includes many examples that are discussed in detail. Thus, students considering more advanced research in probability theory will benefit from this wide-ranging survey of the subject that provides them with a foretaste of the subject s many treasures.§The present second edition offers updated content, one hundred additional problems for solution, and a new chapter that provides an outlook on further areas and topics, such as stable distributions and domains of attraction, extreme value theory and records, and martingales. The main idea is that this chapter may serve as an appetizer to the more advanced theory.

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Zaradenie knihy Knihy po anglicky Computing & information technology Computer science Mathematical theory of computation

• Celý názov: Intermediate Course in Probability
• Autor: Allan Gut
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 303
• EAN: 9781441901613
• ISBN: 1441901612
• ID: 01420330
• Nakladateľ: Springer-Verlag New York Inc.
• Hmotnosť: 640 g
• Rozmery: 152 × 228 × 27 mm
• Dátum vydania: 23. June 2009

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