Basic Course in Probability Theory

Szerző: Rabi Bhattacharya, Edward C. Waymire

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer International Publishing AG

Elérhetőség: Beszállítói készleten

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This text develops the necessary background in probability theory underlying diverse treatments of s...

Információk a könyvről

Szerző

Rabi Bhattacharya, Edward C. Waymire

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2017

oldal

265

EAN

9783319479729

ISBN

3319479725

Enbook ID

14277765

Kiadó

Springer International Publishing AG

Súly

442

Méretek

235 x 157 x 22

Teljes leírás

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer-Chernoff, Bahadur-Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry-Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.

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Basic Course in Probability Theory

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