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2721 results in General statistics and probability

Page 34 of 137

Probability
  • Theory and Examples
  • 5th edition
  • Rick Durrett
  • Published online:
    05 April 2019
    Print publication:
    18 April 2019
  • This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.

  • 1 - Bayesian Inference

  • M. Antónia Amaral Turkman, Universidade de Lisboa, Carlos Daniel Paulino, Universidade de Lisboa, Peter Müller, University of Texas, Austin
  • Book:
    Computational Bayesian Statistics
    Published online:
    18 February 2019
    Print publication:
    28 February 2019, pp 1-16
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Page 34 of 137