Probability Theory : A Comprehensive Course Paperback / softback
by Achim Klenke
Part of the Universitext series
Paperback / softback
Description
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.
Information
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Out of stock
- Format:Paperback / softback
- Pages:716 pages, 24 Illustrations, color; 31 Illustrations, black and white; XIV, 716 p. 55 illus., 24 ill
- Publisher:Springer Nature Switzerland AG
- Publication Date:31/10/2020
- Category:
- ISBN:9783030564018
Other Formats
- Paperback / softback from £57.99
- PDF from £45.89
Information
-
Out of stock
- Format:Paperback / softback
- Pages:716 pages, 24 Illustrations, color; 31 Illustrations, black and white; XIV, 716 p. 55 illus., 24 ill
- Publisher:Springer Nature Switzerland AG
- Publication Date:31/10/2020
- Category:
- ISBN:9783030564018
