A Second Course in Probability

Language: English

Published by Cambridge University Press, GB, 2023

1009179918 / 9781009179911

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Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.…

Seller Inventory # LU-9781009179911

Title
A Second Course in Probability
Author
Sheldon M. Ross, Erol A. Peköz
Publisher
Cambridge University Press, GB
Publication year
2023
Condition
New
Binding
Paperback
Language
English
ISBN 10
1009179918
ISBN 13
9781009179911
Edition
2nd.
Item weight
286 grams
Dimensions
15.24 x 1.12 x 22.86 cm

Rarewaves USA

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