ISBN: 9781108473682

By Rick Durrett. He received his Ph.D. in Operations Research from Stanford University in 1976. After nine years at University of California, Los Angeles and twenty-five at Cornell Univer… Mehr…

By Rick Durrett. He received his Ph.D. in Operations Research from Stanford University in 1976. After nine years at University of California, Los Angeles and twenty-five at Cornell University, he moved to Duke University in 2010. The Nile on eBay   FREE SHIPPING UK WIDE   Probability by Rick Durrett The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition. FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Publisher Description 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 partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô'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 re-instates discussion about the central limit theorem for martingales and stationary sequences. Author Biography Rick Durrett is a James B. Duke professor in the mathematics department of Duke University, North Carolina. He received his Ph.D. in Operations Research from Stanford University in 1976. After nine years at University of California, Los Angeles and twenty-five at Cornell University, he moved to Duke University in 2010. He is the author of 8 books and more than 220 journal articles on a wide variety of topics, and has supervised more than 45 Ph.D. students. He is a member of National Academy of Science, American Academy of Arts and Sciences, and a fellow of the Institute of Mathematical Statistics, and of the American Mathematical Society. Table of Contents 1. Measure theory; 2. Laws of large numbers; 3. Central limit theorems; 4. Martingales; 5. Markov chains; 6. Ergodic theorems; 7. Brownian motion; 8. Applications to random walk; 9. Multidimensional Brownian motion; Appendix. Measure theory details. Review 'Probability: Theory and Examples 5th Edition still holds true to its original goal that as the theory is developed, the focus of attention will be on examples with hundreds of examples provided and hundreds of example problems given as exercises for the reader.' Brent Kelderman, MAA Reviews Promotional A well-written and lively introduction to measure theoretic probability for graduate students and researchers. Review Quote 'Probability: Theory and Examples 5th Edition still holds true to its original goal that as the theory is developed, the focus of attention will be on examples with hundreds of examples provided and hundreds of example problems given as exercises for the reader.' Brent Kelderman, MAA Reviews Promotional "Headline" A well-written and lively introduction to measure theoretic probability for graduate students and researchers. Description for Bookstore The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition. Description for Library The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition. Details ISBN1108473687 ISBN-10 1108473687 ISBN-13 9781108473682 Format Hardcover Author Rick Durrett Publisher Cambridge University Press Year 2019 Edition 5th Imprint Cambridge University Press Place of Publication Cambridge Country of Publication United Kingdom Replaces 9780521765398 DEWEY 519.2 Affiliation Duke University, North Carolina Pages 430 Publication Date 2019-04-18 Series Cambridge Series in Statistical and Probabilistic Mathematics Subtitle Theory and Examples Short Title Probability Language English Series Number 49 UK Release Date 2019-04-18 AU Release Date 2019-04-18 NZ Release Date 2019-04-18 Edition Description 5th Revised edition Replaced by 9781108473682 Alternative 9781108473682 Illustrations Worked examples or Exercises; 20 Line drawings, black and white Audience Postgraduate, Research & Scholarly We've got thisAt The Nile, if you're looking for it, we've got it.With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! 30 DAY RETURN POLICYNo questions asked, 30 day returns! FREE DELIVERYNo matter where you are in the UK, delivery is free. SECURE PAYMENTPeace of mind by paying through PayPal and eBay Buyer Protection TheNile_Item_ID:124465353; , Neu, Festpreisangebot, [LT: FixedPrice], ISBN-13: 9781108473682, Book Title: Probability, Publication Year: 2019, Type: Textbook, Format: Hardcover, Language: English, Publication Name: Probability: Theory and Examples, Item Height: 260mm, Item Width: 181mm, Subject: Mathematics, Item Weight: 940g, Number of Pages: 430 Pages, Cambridge University Press<

2019, ISBN: 9781108473682

Cambridge University Press, Hardcover, Auflage: 5, 430 Seiten, Publiziert: 2019-04-18T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: Worked examples or Exercises; 20 Line dr, 0.94 kg, Ve… Mehr…

Cambridge University Press, Hardcover, Auflage: 5, 430 Seiten, Publiziert: 2019-04-18T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: Worked examples or Exercises; 20 Line dr, 0.94 kg, Verkaufsrang: 154247, Books Global Store, Special Features, Books, Higher Education, Education, Mathematics, Science, Nature & Maths, Subjects, Probability & Statistics, Statistics & Probability, Applied Mathematics, Scientific, Technical & Medical, Cambridge University Press, 2019<