Probability Theory : A Comprehensive Course. 2nd ed. 2014
- 種類:
- 電子ブック
- 責任表示:
- by Achim Klenke
- 出版情報:
- London : Springer London : Imprint: Springer, 2014
- 著者名:
- シリーズ名:
- Universitext ;
- ISBN:
- 9781447153610 [1447153618]
- 注記:
- This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils of random developments at financial markets, and they guide us in constructing more efficient algorithms. To address these concepts, the title 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 process and infinite divisibility • large deviation principles and statistical physics • Brownian motion • stochastic integral and stochastic differential equations. The theory is developed rigorously and in a self-contained way, with the chapters on measure t
- ローカル注記:
- 岐阜大学構成員専用E-BOOKS (Gifu University members only)
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