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Exercises in probability : a guided tour from measure theory to random processes, via conditioning / Loïc Chaumont, Marc Yor.

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Author/Creator:
Chaumont, L. (Loïc)
Language:
English.
Publication date:
2012
Imprint:
2nd ed. - Cambridge ; New York : Cambridge University Press, 2012.
Format:
  • Book
  • xx, 279 p. : ill. ; 26 cm.
Bibliography:
Includes bibliographical references (p. 270-277) and index.
Contents:
  • Machine generated contents note: Preface to the Second Edition; Preface to the First Edition; 1. Measure theory and probability; 2. Independence and conditioning; 3. Gaussian variables; 4. Distributional computations; 5. Convergence of random variables; 6. Random processes; Where is the notion N discussed?; Final suggestions: how to go further?; References; Index.
Summary:
"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"-- Provided by publisher.
Contributor:
Yor, Marc.
Series:
Cambridge series in statistical and probabilistic mathematics
Cambridge series on statistical and probabilistic mathematics.
Subjects:
ISBN:
9781107606555
1107606551

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