Description: Probability Theory : A Comprehensive Course, Paperback by Klenke, Achim, ISBN 3030564010, ISBN-13 9783030564018, Brand New, Free shipping in the US This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.
Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as:
- limit theorems for sums of random variables
- martingales
- percolation
- Markov chains and electrical networks
- construction of stochastic processes
- Poisson point process and infinite divisibility
- large deviation principles and statistical physics
- Brownian motion
- stochastic integrals and stochastic differential equations.
This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.
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Book Title: Probability Theory : A Comprehensive Course
Number of Pages: Xiv, 716 Pages
Language: English
Publication Name: Probability Theory : a Comprehensive Course
Publisher: Springer International Publishing A&G
Subject: Probability & Statistics / General, System Theory, Mathematical Analysis
Publication Year: 2020
Type: Textbook
Item Weight: 38.9 Oz
Subject Area: Mathematics, Science
Author: Achim Klenke
Item Length: 9.3 in
Item Width: 6.1 in
Series: Universitext Ser.
Format: Trade Paperback