Probability : theory and examples

Rick Durrett

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The new edition begins with a short chapter on measure theory to orient readers new to the subject.

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[目次]

  • 1. Measure theory
  • 2. Laws of large numbers
  • 3. Central limit theorems
  • 4. Random walks
  • 5. Martingales
  • 6. Markov chains
  • 7. Ergodic theorems
  • 8. Brownian motion
  • Appendix A. Measure theory details.

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この本の情報

書名 Probability : theory and examples
著作者等 Durrett, Richard
Durrett Rick
シリーズ名 Cambridge series on statistical and probabilistic mathematics
出版元 Cambridge University Press
刊行年月 2010
版表示 4th ed
ページ数 x, 428 p.
大きさ 26 cm
ISBN 9780521765398
NCID BB03181489
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
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