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Measure Theory, Probability, and Stochastic Processes

Name: Measure Theory, Probability, and Stochastic Processes
Brand: Springer International Publishing AG
SKU: 9783031142048
Price: 73.28 EUR
Availability: InStock

Autor: Jean-François Le Gall

Jazyk:

Väzba: Pevná

Vydavateľ: Springer International Publishing AG

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-13 dní

73.28 €

This textbook introduces readers to the fundamental notions of modern probability theory. The only p...

Informácie o knihe

Autor

Jean-François Le Gall

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2022

Stránok

406

EAN

9783031142048

Enbook ID

39467599

Vydavateľ

Springer International Publishing AG

Hmotnosť

806

Rozmery

242 x 160 x 27

Kompletný popis

This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis.Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selection of illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix. Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory. Students interested in learning more about Brownian motion, and other continuous-time stochastic processes, may continue reading the author's more advanced textbook in the same series (GTM 274).

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Measure Theory, Probability, and Stochastic Processes

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