Exercises in probability : a guided tour from measure theory to r andom processes, via conditioning / Loèic Chaumont, Marc Yor.
Material type:
TextSeries: Cambridge series in statistical and probabilistic mathematicsPublication details: Cambridge ; New York : Cambridge University Press, 2012. New York : New York : New York : Edition: 2nd edDescription: xx, 279 p. : ill. ; 26 cmISBN: - 9781107606555 (pbk.)
- 519.2 23
| Item type | Current library | Call number | Status | Barcode | |
|---|---|---|---|---|---|
Books - Open Access
|
Main Library - IDA | 519.2 CHA (Browse shelf(Opens below)) | Available | 001171719 |
Includes bibliographical references (p. 270-277) and index.
"Derived from extensive teaching experience in Paris, this second ed ition now includes over 100 exercises in probability. New exercises hav e been added to reflect important areas of current research in probabil ity theory, including infinite divisibility of stochastic processes, pa st-future martingales and fluctuation theory. For each exercise the aut hors provide detailed solutions as well as references for preliminary a nd further reading. There are also many insightful notes to motivate th e student and set the exercises in context"-- Provided by publisher.
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