Problems in probability
Problems in Probability comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Albert Shiryaev has skillfully created, collected, and compiled the exercises in this text over the course of many years while working on topics which...
Guardado en:
| Autor principal: | |
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| Otros Autores: | |
| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
New York, NY :
Springer New York : Springer e-books : Imprint: Springer : Springer e-books
[20..].
Cham : Springer Nature |
| Colección: | Problem Books in Mathematics
Problem books in mathematics |
| Materias: | |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Problems in probability, Albert N. Shiryaev, 2012, New York [etc.], Springer, 1 vol. (XII-427 p.), Problem books in mathematics, 978-1-4614-3687-4 |
| Sumario: | Problems in Probability comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Albert Shiryaev has skillfully created, collected, and compiled the exercises in this text over the course of many years while working on topics which interested him the most. A substantial number of the exercises resulted from diverse sources such as textbooks, lecture notes, exercise manuals, monographs, and discussions that took place during special seminars for graduate and undergraduate students. Many problems contain helpful hints and other relevant comments and a portion of the material covers some important applications from optimal control and mathematical finance. Readers of diverse backgrounds from students to researchers will find a great deal of value in this book and can treat the work as an exercise manual, a handbook, or as a supplementary text to a course in probability theory, control, and mathematical finance. The problems and exercises in this book vary in nature and degree of difficulty. Some problems are meant to test the reader s basic understanding, others are of medium-to-high degrees of difficulty and require more creative thinking. Other problems are meant to develop additional theoretical concepts and tools or to familiarize the reader with various facts that are not necessarily covered in mainstream texts. Additional problems are related to the passage from random walk to Brownian motions and Brownian bridges. The appendix contains a summary of the main results, notation and terminology that are used throughout the book. It also contains additional material from combinatorics, potential theory and Markov chains subjects that are not covered in the book, but are nevertheless needed for many of the exercises included here |
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| Notas: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografía: | Bibliogr.. Index |
| ISBN: | 9781461436881 |
| Acceso: | 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 |