Probability: The Classical Limit Theorems - Hardcover

McKean, Henry

Hardcover

ISBN 10: 1107053218 ISBN 13: 9781107053212

Publisher: Cambridge University Press, 2014

Synopsis

Probability theory has been extraordinarily successful at describing a variety of phenomena, from the behaviour of gases to the transmission of messages, and is, besides, a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bell-shaped curve, the law of averages, and so on, concepts that crop up in so many settings they are in some sense universal. This universality is predicted by probability theory to a remarkable degree. This book explains that theory and investigates its ramifications. Assuming a good working knowledge of basic analysis, real and complex, the author maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text.

About this title

About the Author

Henry McKean is a professor in the Courant Institute of Mathematical Sciences at New York University. He is a fellow of the American Mathematical Society and in 2007 he received the Leroy P. Steele Prize for his life's work.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2014
• Language: English
• ISBN 10: 1107053218
• ISBN 13: 9781107053212
• Binding: Hardcover
• Edition number: 1
• Number of pages: 488