Probability and stochastics
This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Ausgabe: | 1st ed. 2011. |
| Schriftenreihe: | Graduate Texts in Mathematics
261 |
| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
Description d'après consultation du 20 avril 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Probability and stochastics, Erhan Çinlar, New York, Springer, 2011, 1 vol. (XIII-557 p.), Graduate texts in mathematics, 978-0-387-87858-4 • Probability and Stochastics, Texte imprimé, 9780387879239 • Probability and stochastics, Erhan Çinlar, New York, Springer, 2011, 1 vol. (XIII-557 p.), Graduate texts in mathematics, 978-0-387-87858-4 • Probability and Stochastics, Texte imprimé, 9781461428121 |
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| 100 | 1 | |a Cınlar, Erhan, |d 1941- | |
| 245 | 1 | 0 | |a Probability and stochastics |c Erhan Çınlar. |
| 250 | |a 1st ed. 2011. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Graduate Texts in Mathematics |v 261 |x 2197-5612 | |
| 500 | |a Description d'après consultation du 20 avril 2012 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. p. 541-549 Index p. 550-556 | ||
| 505 | 1 | |a Preface Measure and Integration Probability Spaces Convergence Conditioning Martingales and Stochastics Poisson Random Measures Levy Processes Index Bibliography. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Çinlar has received many awards for excellence in teaching, including the President s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style. | ||
| 650 | |a Probabilités | ||
| 650 | |a Processus stochastiques | ||
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| 776 | 0 | |t Probability and Stochastics |b Texte imprimé |z 9780387879239 | |
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| 776 | 0 | |t Probability and Stochastics |b Texte imprimé |z 9781461428121 | |
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