Exercises in probability : a guided tour from measure theory to random processes, via conditioning / Loïc Chaumont, Marc Yor.
"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future mart...
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| Format: | Book |
| Language: | English |
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Cambridge ; New York :
Cambridge University Press,
2012.
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| Edition: | 2nd ed. |
| Series: | Cambridge series on statistical and probabilistic mathematics.
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| Subjects: |
Table of Contents:
- Preface to the Second Edition
- Preface to the First Edition
- 1. Measure theory and probability
- 2. Independence and conditioning
- 3. Gaussian variables
- 4. Distributional computations
- 5. Convergence of random variables
- 6. Random processes
- Where is the notion N discussed?
- Final suggestions: how to go further?