Probability Theory : A Comprehensive Course
Probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us to understand magnetism, amorphous media, genetic diversity and the perils of random developments on the financial markets, and they guide us in const...
Guardat en:
| Autor principal: | |
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| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
London :
Springer London
[20..].
Cham : Springer Nature |
| Edició: | 1st ed. 2008. |
| Col·lecció: | Universitext
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| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
L'impression du document génère 620 p. Trad. de "Wahrscheinlichkeitstheorie" Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Probability theory, a comprehensive course, Achim Klenke, London, Springer, 2008, 1 vol. (XII-616 p.), Universitext, 978-1-84800-047-6 • Probability Theory, Texte imprimé, 9781848006928 • Probability theory, a comprehensive course, Achim Klenke, London, Springer, 2008, 1 vol. (XII-616 p.), Universitext, 978-1-84800-047-6 |
| Sumari: | Probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us to understand magnetism, amorphous media, genetic diversity and the perils of random developments on the financial markets, and they guide us in constructing more efficient algorithms. This text is a comprehensive course in modern probability theory and its measure-theoretical foundations. Aimed primarily at graduate students and researchers, the book covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as: limit theorems for sums of random variables; martingales; percolation; Markov chains and electrical networks; construction of stochastic processes; Poisson point processes and infinite divisibility; large deviation principles and statistical physics; Brownian motion; and stochastic integral and stochastic differential equations. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation |
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| Descripció de l’ítem: | L'impression du document génère 620 p. Trad. de "Wahrscheinlichkeitstheorie" Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografia: | Bibliogr. Index |
| ISBN: | 9781848000483 |
| ISSN: | 2191-6675 |
| Accés: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |