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Probability Theory by S R S Varadhan: New
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Artikelmerkmale
- Artikelzustand
- Book Title
- Probability Theory
- Publication Date
- 2001-09-15
- Pages
- 167
- ISBN
- 9780821828526
Über dieses Produkt
Product Identifiers
Publisher
American Mathematical Society
ISBN-10
0821828525
ISBN-13
9780821828526
eBay Product ID (ePID)
1983483
Product Key Features
Number of Pages
168 Pages
Publication Name
Probability Theory
Language
English
Publication Year
2001
Subject
Probability & Statistics / General
Type
Textbook
Subject Area
Mathematics
Series
Courant Lecture Notes Ser.
Format
Trade Paperback
Dimensions
Item Height
0.4 in
Item Weight
11.6 Oz
Item Length
9.8 in
Item Width
6.9 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2001-045216
Dewey Edition
21
Series Volume Number
7
Illustrated
Yes
Dewey Decimal
519.2
Table Of Content
Measure theory; Weak convergence; Independent sums; Dependent random variables; Martingales; Stationary stochastic processes; Dynamic programming and filtering; Bibliography; Index
Synopsis
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation., This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability., This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including all the standard topics.
LC Classification Number
QA273.V348 2001
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AlibrisBooks
99,1% positive Bewertungen•2.0 Mio. Artikel verkauft
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Verkäuferbewertungen (549'752)
- r***g (242)- Bewertung vom Käufer.Letzter MonatBestätigter KaufBook was "nearly new" and "as described" in listing. The advertised price was fair and a good value. Unfortunately, the seller's shipping partner was very slow to get the book packaged and shipped. Shipping took too long, and the tracking info gave no reliable info on shipping date, time in transit or expected delivery. Seller did everything right, but their shipping partner needs improvement. I recommend this seller to other eBay buyers....... just make sure you're okay with the shipping terms.
- e***u (283)- Bewertung vom Käufer.Letzter MonatBestätigter KaufThe listing was for a hardcover version of this book; however, I received a paperback. The Seller replied quickly to my question about this issue and issued a full refund - and let me keep the book. So, a diligent Seller for sure - and well packaged and reasonable timing on shipping. Thank you for the refund, and as you suggested, I'll likely donate this volume and seek the hardcover.
- e***n (392)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufGreat transaction, exactly as described, packed well, and promptly shipped on August 6th. Unfortunately the U.S. Postal Service took 23 calendar days to deliver the book. It was shipped from Pennsylvania, to Atlanta, past Alabama to Texas, enjoyed several days in Texas, then to Minneapolis, Jacksonville, Florida, back to Atlanta, finally to Birmingham, and Huntsville. The seller was very responsive and I decided it was interesting to see if/how the book would arrive. Thanks, JoeDrumsville!: The Evolution of the New Orleans Beat by Robert Cataliotti: Used (Nr. 405155037686)