书目名称 | Probability Theory | 副标题 | A Comprehensive Cour | 编辑 | Achim Klenke | 视频video | | 概述 | Provides a complete introduction to probability theory, including measure theory and scientific applications.New updated edition includes concise summaries of each section, as well as outlooks and que | 丛书名称 | Universitext | 图书封面 |  | 描述 | This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory..Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms.Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as:. . .limit theorems for sums of random variables. .martingales. .percolation. .Markov chains and electrical networks. .construction of stochastic processes. .Poisson point process and infinite divisibility. .large deviation principles and statistical physics. .Brownian motion. .stochastic integrals and stochastic differential equations.. . The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts..This third edition has been carefully extended and includes new features, such as concise summaries | 出版日期 | Textbook 2020Latest edition | 关键词 | Central Limit Theorem; Markov Chain; Martingales; Stochastic Processes; Stochastic Differential Equation | 版次 | 3 | doi | https://doi.org/10.1007/978-3-030-56402-5 | isbn_softcover | 978-3-030-56401-8 | isbn_ebook | 978-3-030-56402-5Series ISSN 0172-5939 Series E-ISSN 2191-6675 | issn_series | 0172-5939 | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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