Exercises in probability : a guided tour from measure theory to random processes, via conditioning
 Responsibility
 Loïc Chaumont, Marc Yor.
 Edition
 2nd ed.
 Imprint
 Cambridge ; New York : Cambridge University Press, 2012.
 Physical description
 xx, 279 p. : ill. ; 26 cm.
 Series
 Cambridge series on statistical and probabilistic mathematics.
Access
Available online
 Cambridge Core Access limited to one user.
Science Library (Li and Ma)
Stacks
Call number  Status 

QA273.25 .C43 2012  Unknown 
More options
Creators/Contributors
 Author/Creator
 Chaumont, L. (Loïc)
 Contributor
 Yor, Marc.
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 270277) and index.
 Contents

 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.
 (source: Nielsen Book Data)9781107606555 20160608
 Publisher's 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, pastfuture 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. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.
(source: Nielsen Book Data)9781107606555 20160608  Supplemental links
 Cover image
Subjects
Bibliographic information
 Publication date
 2012
 Series
 Cambridge series in statistical and probabilistic mathematics
 ISBN
 9781107606555 (pbk.)
 1107606551 (pbk.)