Probability (Graduate Studies in Mathematics) (Graduate Studies in Mathematics, 80) - Hardcover

Davar Khoshnevisan

Hardcover

ISBN 10: 0821842153 ISBN 13: 9780821842157

Publisher: American Mathematical Society, 2007

Synopsis

This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.

About this title

Review

"...overall the text is neatly written and presents not only good mathematics but also a heuristic view of modern probability, including numerous exercises and historical notes." ---- European Mathematical Society Newsletter

Edition details

• Publisher: American Mathematical Society
• Publication date: 2007
• Language: English
• ISBN 10: 0821842153
• ISBN 13: 9780821842157
• Binding: Hardcover
• Number of pages: 224