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 variablesmartingalespercolationMarkov chains and electrical networksconstruction of stochastic processesPoisson point process and infinite divisibilitylarge deviation principles and statistical physicsBrownian motionstochastic 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 at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.
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 at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.
Get Probability Theory by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer Nature Switzerland AG and it has pages.
Our digital collection is currently being curated to ensure the best possible reading experience on Werezi. We'll be launching our Ebooks platform shortly.
