CMI Library

Your cart is empty.
Normal view MARC view ISBD view

Probability : theory and examples / Rick Durrett.

By: Durrett, Richard, 1951-.
Material type: TextTextSeries: Cambridge series on statistical and probabilistic mathematics: Publisher: Cambridge ; New York : Cambridge University Press, 2010Edition: 4th ed.Description: x, 428 p., USD 78.00 ill. ; 27 cm.ISBN: 9780521765398 (hardback); 0521765390 (hardback).Subject(s): ProbabilitiesDDC classification: 519.2
Contents:
Measure theory -- Laws of large numbers -- Central limit theorems -- Random walks -- Martingales -- Markov chains -- Ergodic theorems -- Brownian motion -- Appendix A. Measure theory details.
Summary: "This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems"--

Includes bibliographical references and index.

Measure theory -- Laws of large numbers -- Central limit theorems -- Random walks -- Martingales -- Markov chains -- Ergodic theorems -- Brownian motion -- Appendix A. Measure theory details.

"This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems"--