Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 13) - Hardcover

Chaumont, L.; Yor, M.

 
9780521825856: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 13)

Synopsis

Probability theory has recently become more important as an area of study and research. This set of exercises can be used for classroom teaching or independent study and will help students reach the level where they can begin to tackle current research. It includes outline answers to all the problems and numerous references to the literature.

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Book Description

Probability theory has recently become more important as an area of study and research. However, it is often the case that graduate classes are quite small and students will need to learn independently. This set of exercises can be used for classroom teaching or independent study and will help students rea ch the level where they can begin to tackle current research. The book is based on the authors' teaching in Paris, where probability is extremely strong. There are outline answers to all the problems, and numerous references to the literature.

Review

"...a very appealing and valuable book for independent study or as a companion book in advanced probability theory courses. Highly recommended."
Choice Magazine

"This is an excellent book, which should be in every library, and also on the bookshelf of anyone with interests in advanced probability and random processes."
SIAM Review

"...a magnificent resource, not just in terms of shearing recent research results to their core but in encouraging putative researchers to think of an interplay between finite and infinite dimensional viewpoints for a given problem. In that sense, the authors take us into the mind of the researcher...For beginning researchers in stochastic mathematics, this book comes highly recommended and libraries should obtain a copy."
Journal of the Royal Statistical Society

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Other Popular Editions of the Same Title

9780521121057: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 13)

Featured Edition

ISBN 10:  0521121051 ISBN 13:  9780521121057
Publisher: Cambridge University Press, 2009
Softcover