Probability : The Classical Limit Theorems
by
Henry McKean
Book Details
Format
Paperback / Softback
ISBN-10
110762827X
ISBN-13
9781107628274
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
US
Country of Publication
GB
Publication Date
Nov 27th, 2014
Print length
490 Pages
Weight
774 grams
Dimensions
22.60 x 15.10 x 2.30 cms
Product Classification:
Information theoryCalculus & mathematical analysisProbability & statisticsStatistical physics
Ksh 9,250.00
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Probability theory is explained here by one of its leading authorities. McKean constructs a clear path through the subject and sheds light on a variety of interesting topics in which probability theory plays a key role. Anyone who wants to learn or use probability will benefit from reading this book.
Probability theory has been extraordinarily successful at describing a variety of phenomena, from the behaviour of gases to the transmission of messages, and is, besides, a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss'' bell-shaped curve, the law of averages, and so on, concepts that crop up in so many settings they are in some sense universal. This universality is predicted by probability theory to a remarkable degree. This book explains that theory and investigates its ramifications. Assuming a good working knowledge of basic analysis, real and complex, the author maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text.
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