书目名称 | Foundations of Modern Probability | 编辑 | Olav Kallenberg | 视频video | | 概述 | Due to its size, and for the convenience of the reader, the print version of this book come in two separate volumes.Presents a unified treatment of probability theory in a thoroughly revised and subst | 丛书名称 | Probability Theory and Stochastic Modelling | 图书封面 |  | 描述 | .This new, thoroughly revised and expanded 3.rd. edition of a classic gives a comprehensive coverage of modern probability in a single book. It is a truly modern text, providing not only classical results but also material that will be important for future research. Much has been added to the previous edition, including eight entirely new chapters on subjects like random measures, Malliavin calculus, multivariate arrays, and stochastic differential geometry. Apart from important improvements and revisions, some of the earlier chapters have been entirely rewritten. To help the reader, the material has been grouped together into ten major areas, each arguably indispensable to any serious graduate student and researcher, regardless of their specialization.. .Each chapter is largely self-contained and includes plenty of exercises, making the book ideal for self-study and for designing graduate-level courses and seminars in different areas and at different levels. Extensive notes and a detailed bibliography make it easy to go beyond the presented material if desired..From the reviews of the first edition:. “…readers are likely to regard the book as an ideal reference. Indeed the monogra | 出版日期 | Textbook 2021Latest edition | 关键词 | 60-00, 60-01, 60A10, 60G05; conditioning and martingales; measure-theoretic foundations; classical limi | 版次 | 3 | doi | https://doi.org/10.1007/978-3-030-61871-1 | isbn_softcover | 978-3-030-61873-5 | isbn_ebook | 978-3-030-61871-1Series ISSN 2199-3130 Series E-ISSN 2199-3149 | issn_series | 2199-3130 | copyright | Springer Nature Switzerland AG 2021 |
The information of publication is updating
|
|