Lectures on Contemporary Probability (Student Mathematical Library)
Language: English
Published by American Mathematical Society, Usa, 1999
- Softcover
- Used
Seller: Literary Cat Books, Machynlleth, Powys, Wales, United KingdomLiterary Cat Books
AbeBooks seller since November 8, 2005
Association member: IOBA
Condition: Used - Very good
US$ 21.59
Quantity: 1 available
Add to basketItem description from seller
Light Wear to spine, covers and corners. Front fee-end paper slightly wrinkled but barely noticable and with iny smudge on top right corner.; Light wear to spine, covers and corners. Clean pages, plenty of equations /formulae throughout. This item offers an in-depth exploration of modern probability theory, ideal for advanced undergraduates and new graduate students. It covers essential topics such as random walks, martingales, and Markov chains. Lawler and Coyle present complex concepts with clarity, providing intuitive explanations alongside rigorous proofs. With numerous opportunities to reinforce understanding and application of the material. Its engaging style and comprehensive coverage make it an excellent resource for anyone looking to deepen their knowledge of probability theory, from students to researchers in the field.; 5.75 X 0.25 X 8.5 inches; xii, 97 (1) pages.
Seller Inventory # LCH47134
- Title
- Lectures on Contemporary Probability (Student Mathematical Library)
- Author
- Lawler, Gregory F. & Lester N. Coyle
- Publisher
- American Mathematical Society, Usa
- Publication year
- 1999
- Condition
- Very Good
- Dust jacket
- No Dust Jacket
- Binding
- Softcover
- Language
- English
- ISBN 10
- 082182029X
- ISBN 13
- 9780821820292
The first four chapters discuss random walks and the continuous limit of random walks: Brownian motion. Chapters 5 and 6 consider the fascinating mathematics of card shuffles, including the notions of random walks on a symmetric group and the general idea of random permutations.
Chapters 7 and 8 discuss Markov chains, beginning with a standard introduction to the theory. Chapter 8 addresses the recent important application of Markov chains to simulations of random systems on large finite sets: Markov Chain Monte Carlo.
Random walks and electrical networks are covered in Chapter 9. Uniform spanning trees, as connected to probability and random walks, are treated in Chapter 10.
The final three chapters of the book present simulations. Chapter 11 discusses simulations for random walks. Chapter 12 covers simulation topics such as sampling from continuous distributions, random permutations, and estimating the number of matrices with certain conditions using Markov Chain Monte Carlo. Chapter 13 presents simulations of stochastic differential equations for applications in finance. (The simulations do not require one particular piece of software. They can be done in symbolic computation packages or via programming languages such as C.)
The volume concludes with a number of problems ranging from routine to very difficult. Of particular note are problems that are typical of simulation problems given to students by the authors when teaching undergraduate probability.
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Literary Cat Books
Machynlleth, Powys, Wales, United Kingdom
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