Cantitate/Preț
Produs
Total produse
Vezi coșul
Probability Theory: A Comprehensive Course de Achim Klenke

Probability Theory: A Comprehensive Course: Universitext

Autor Achim Klenke
en Limba Engleză Paperback – 16 ian 2008
Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations. It covers a wide variety of topics, many of which are not usually found in introductory textbooks. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (2) 36920 lei  3-5 săpt. +4462 lei  6-10 zile
  Springer International Publishing – 31 oct 2020 36920 lei  3-5 săpt. +4462 lei  6-10 zile
  Springer – 16 ian 2008 52324 lei  3-5 săpt.

Din seria Universitext

  • 17% Probability Essentials
    Preț: 36180 lei
  • 15% Submanifold Theory: Beyond an Introduction
    Preț: 53243 lei
  • 15% Representation Theory of Finite Monoids
    Preț: 49035 lei
  • 17% Introduction to Matrix Analysis and Applications
    Preț: 42732 lei
  • 17% Around the Unit Circle: Mahler Measure, Integer Matrices and Roots of Unity
    Preț: 36456 lei
  • 17% Algebraic Geometry and Commutative Algebra
    Preț: 36600 lei
  • 14% Convex and Stochastic Optimization
    Preț: 38536 lei
  • A Fixed-Point Farrago
    Preț: 64802 lei
  • 15% Mathematical Analysis I
    Preț: 47561 lei
  • Groups and Symmetries: From Finite Groups to Lie Groups
    Preț: 34500 lei
  • 17% Sheaves in Geometry and Logic: A First Introduction to Topos Theory
    Preț: 43150 lei
  • Knots and Primes: An Introduction to Arithmetic Topology
    Preț: 37246 lei
  • 19% Understanding and Using Linear Programming
    Preț: 39394 lei
  • Real Algebra: A First Course
    Preț: 39689 lei
  • A Course in the Calculus of Variations: Optimization, Regularity, and Modeling
    Preț: 37467 lei
  • 13% Probability: An Introduction Through Theory and Exercises
    Preț: 35808 lei
  • 17% Functional Analysis for the Applied Sciences
    Preț: 36481 lei
  • Stochastic Analysis for Finance with Simulations
    Preț: 35693 lei
  • 17% Introduction to the Theory of Lie Groups
    Preț: 42676 lei
  • Stochastic Partial Differential Equations: An Introduction
    Preț: 61045 lei
  • Discrete Stochastic Processes and Applications
    Preț: 46958 lei
  • 17% Ordinary Differential Equations
    Preț: 42768 lei
  • 20% Cohomology of Sheaves
    Preț: 56954 lei
  • 15% Fundamentals of Functional Analysis
    Preț: 70956 lei
  • 17% An Introduction to Homological Algebra
    Preț: 36906 lei
  • 14% Functional Analysis: An Introductory Course
    Preț: 34651 lei
  • 17% Logic and Structure
    Preț: 39441 lei
  • Stochastic Differential Equations: An Introduction with Applications
    Preț: 37554 lei
  • Number Fields
    Preț: 26957 lei
  • Probability Theory: An Advanced Course
    Preț: 36559 lei
  • Differential Forms and Applications
    Preț: 42910 lei
  • Topics in Complex Analysis
    Preț: 36800 lei
  • 15% Algebraic Surfaces and Holomorphic Vector Bundles
    Preț: 51358 lei
  • 15% Matrix Groups
    Preț: 47730 lei
  • 15% Theory of Probability and Random Processes
    Preț: 45691 lei
  • Heights of Polynomials and Entropy in Algebraic Dynamics
    Preț: 37506 lei
  • Techniques of Constructive Analysis
    Preț: 46586 lei
  • 15% A Course in Constructive Algebra
    Preț: 61915 lei
  • Abstract Linear Algebra
    Preț: 39941 lei
  • 15% Numerical Treatment of Partial Differential Equations
    Preț: 57950 lei
  • 20% Comprehensive Mathematics for Computer Scientists 1: Sets and Numbers, Graphs and Algebra, Logic and Machines, Linear Geometry
    Preț: 49098 lei
  • 15% A Short Course on Operator Semigroups
    Preț: 56614 lei
  • Mathematical Modeling for the Life Sciences
    Preț: 36727 lei
  • Numerical Solution of SDE Through Computer Experiments
    Preț: 47142 lei
  • Geometry
    Preț: 47529 lei
  • 20% Frontiers of Numerical Analysis: Durham 2004
    Preț: 31976 lei
  • 15% Riemannian Geometry
    Preț: 45548 lei
  • Graph Theory Applications
    Preț: 44356 lei

Preț: 52324 lei

Preț vechi: 61557 lei
-15% Nou

Puncte Express: 785
Preț estimativ în valută:
10013€ • 10578$ • 8371£

Carte disponibilă

Livrare economică 11-25 decembrie

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă
Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781848000476
ISBN-10: 1848000472
Pagini: 616
Ilustrații: 1
Dimensiuni: 159 x 232 x 28 mm
Greutate: 0.88 kg
Ediția:2008
Editura: Springer
Colecția Springer
Seria Universitext

Locul publicării:London, United Kingdom

Public țintă

Research

Descriere

Probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us to understand magnetism, amorphous media, genetic diversity and the perils of random developments on the financial markets, and they guide us in constructing more efficient algorithms.
This text is a comprehensive course in modern probability theory and its measure-theoretical foundations. Aimed primarily at graduate students and researchers, the book covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as:
  • limit theorems for sums of random variables;
  • martingales;
  • percolation;
  • Markov chains and electrical networks;
  • construction of stochastic processes;
  • Poisson point processes and infinite divisibility;
  • large deviation principles and statistical physics;
  • Brownian motion; and
  • stochastic integral and stochastic differential equations.
The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation.

Cuprins

Basic Measure Theory.- Independence.- Generating Functions.- The Integral.- Moments and Laws of Large Numbers.- Convergence Theorems.- Lp-Spaces and Radon-Nikodym Theorem.- Conditional Expectations.- Martingales.- Optional Sampling Theorems.- Martingale Convergence Theorems and their Applications.- Backwards Martingales and Exchangeability.- Convergence of Measures.- Probability Measures on Product Spaces.- Characteristics Functions and Central Limit Theorem.- Infinitely Divisible Distributions.- Markov Chains.- Convergence of Markov Chains.- Markov Chains and Electrical Networks.- Ergodic Theory.- Brownian Motion.- Law of the Iterated Logarithm.- Large Deviations.- The Poisson Point Process.- The Itô Integral.- Stochastic Differential Equations.- References.- Notation Index.- Name Index.- Subject Index.

Recenzii

From the reviews:
"The book is indeed comprehensive, consisting of 26 chapters on different topics. … can be well used as a reference book on a wide range of topics. The target audience is researchers and graduate students … . Numerous advanced topics are included, so that the book is more inclusive … . There is more than enough material for a two-semester course here. … the book will primarily be used as a reference book. For that purpose, it is a rich and relatively inexpensive choice." (Miklós Bóna, MathDL, January, 2008)
"This book of over 600 pages gives a self-contained presentation of modern probability theory. It is based on courses on advanced probability given by the author. … Most of the proofs are well detailed. … This book will be helpful for graduate students in mathematics … and for researchers in mathematics or theoretical physics." (Sophie Lemaire, Mathematical Reviews, Issue 2009 f)

Textul de pe ultima copertă

Probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us to understand magnetism, amorphous media, genetic diversity and the perils of random developments on the financial markets, and they guide us in constructing more efficient algorithms.

This text is a comprehensive course in modern probability theory and its measure-theoretical foundations. Aimed primarily at graduate students and researchers, the book covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as:

  • limit theorems for sums of random variables;

  • martingales;

  • percolation;

  • Markov chains and electrical networks;

  • construction of stochastic processes;

  • Poisson point processes and infinite divisibility;

  • large deviation principles and statistical physics;

  • Brownian motion; and

  • stochastic integral and stochastic differential equations.

The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation.

Caracteristici

Comprehensive and modern introduction to the most important fields of probability theory
Unique selection of topics, including many not usually found in introductory texts

Notă biografică

Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany. He is known for his work on interacting particle systems, stochastic analysis, and branching processes, in particular for his pioneering work with Leonid Mytnik on infinite rate mutually catalytic branching processes.