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

Davar Khoshnevisan

ISBN 10: 0821842153 ISBN 13: 9780821842157

Published by American Mathematical Society (edition ), 2007

Language: English

Condition: Used - Good Hardcover

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Bibliographic Details

Title

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

Publisher

American Mathematical Society (edition )

Publication Date

2007

Language

English

ISBN 10

0821842153

ISBN 13

9780821842157

Binding

Hardcover

Condition

Good

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About this title

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.

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

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