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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| Online Access: |
Full Text (via Cambridge) |
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| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2012.
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| Edition: | 2nd ed. |
| Series: | Cambridge series on statistical and probabilistic mathematics.
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| Subjects: |
| Summary: | "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 martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"-- |
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| Physical Description: | 1 online resource (xx, 279 pages) |
| Bibliography: | Includes bibliographical references (pages 270-277) and index. |
| ISBN: | 9781139526562 1139526561 9781139135351 113913535X 9781283528511 1283528517 9781139531238 1139531239 1107232309 9781107232303 1139528955 9781139528955 1139532421 9781139532426 1139527762 9781139527767 9786613840967 6613840963 |
| DOI: | 10.1017/CBO9781139135351 |
| Language: | English. |
| Source of Description, Etc. Note: | Print version record. |