Probability: Theory and Examples

Richard Durrett

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Language: English

Published by Cengage Learning, Inc, 1995

0534243185 / 9780534243180

Series: Book 34 of 64 - Cambridge Series in Statistical and Probabilistic Mathematics

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This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to PDEs, an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of It 's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition reinstates discussion about the central limit theorem for martingales and stationary sequences.

Seller Inventory # CIN0534243185VG

Title
Probability: Theory and Examples
Author
Richard Durrett
Publisher
Cengage Learning, Inc
Publication year
1995
Condition
Very Good
Binding
Hardback
Language
English
ISBN 10
0534243185
ISBN 13
9780534243180
Edition
2nd Edition
Series
Book 34 of 64: Cambridge Series in Statistical and Probabilistic Mathematics

World of Books Inc

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