Probability
Book Details
Format
Hardback or Cased Book
Book Series
Graduate Studies in Mathematics
ISBN-10
0821842153
ISBN-13
9780821842157
Publisher
American Mathematical Society
Imprint
American Mathematical Society
Country of Manufacture
US
Country of Publication
GB
Publication Date
Mar 30th, 2007
Print length
224 Pages
Weight
582 grams
Dimensions
25.80 x 18.60 x 1.70 cms
Ksh 15,300.00
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A textbook for a one-semester graduate course in measure-theoretic probability theory. It presents an approach to develop the ideas that are absolutely central to modern probability theory. It offers topics that range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus.
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan''s approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
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