An Introduction to Probability and Stochastic Processes
Language: English
Published by Springer, 2011
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
US$ 69.95
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Druck auf Anfrage Neuware - Printed after ordering - These notes were written as a result of my having taught a 'nonmeasure theoretic' course in probability and stochastic processes a few times at the Weizmann Institute in Israel. I have tried to follow two principles. The first is to prove things 'probabilistically' whenever possible without recourse to other branches of mathematics and in a notation that is as 'probabilistic' as possible. Thus, for example, the asymptotics of pn for large n, where P is a stochastic matrix, is developed in Section V by using passage probabilities and hitting times rather than, say, pulling in Perron Frobenius theory or spectral analysis. Similarly in Section II the joint normal distribution is studied through conditional expectation rather than quadratic forms. The second principle I have tried to follow is to only prove results in their simple forms and to try to eliminate any minor technical com putations from proofs, so as to expose the most important steps. Steps in proofs or derivations that involve algebra or basic calculus are not shown; only steps involving, say, the use of independence or a dominated convergence argument or an assumptjon in a theorem are displayed. For example, in proving inversion formulas for characteristic functions I omit steps involving evaluation of basic trigonometric integrals and display details only where use is made of Fubini's Theorem or the Dominated Convergence Theorem.…
Seller Inventory # 9781461276432
- Title
- An Introduction to Probability and Stochastic Processes
- Author
- Marc A. Berger
- Publisher
- Springer
- Publication year
- 2011
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1461276438
- ISBN 13
- 9781461276432
- Item weight
- 365 grams
- Dimensions
- 235x155x13 mm
- Series
- Book 108 of 111: Springer Texts in Statistics
"Synopsis" may belong to another edition of this title.
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