Probability
Theory and Examples
5th Edition
£66.99
Part of Cambridge Series in Statistical and Probabilistic Mathematics
- Author: Rick Durrett, Duke University, North Carolina
- Date Published: April 2019
- availability: Available
- format: Hardback
- isbn: 9781108473682
£
66.99
Hardback
Other available formats:
eBook
Looking for an inspection copy?
This title is not currently available on inspection
-
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.
Read more- Provides 200 examples and 450 problems to equip readers to build practical intuition and understand the motivation for the theory
- Offers a modern selection of topics, including multidimensional Brownian motion
- The compact style strikes a balance between completeness and readability, covering a great deal of ground in 400 pages
Reviews & endorsements
'Probability: Theory and Examples 5th Edition still holds true to its original goal that as the theory is developed, the focus of attention will be on examples with hundreds of examples provided and hundreds of example problems given as exercises for the reader.' Brent Kelderman, MAA Reviews
Customer reviews
13th Nov 2020 by VTing
good good good good good good good good good good good good
Review was not posted due to profanity
×Product details
- Edition: 5th Edition
- Date Published: April 2019
- format: Hardback
- isbn: 9781108473682
- length: 430 pages
- dimensions: 260 x 181 x 28 mm
- weight: 0.94kg
- contains: 20 b/w illus.
- availability: Available
Table of Contents
1. Measure theory
2. Laws of large numbers
3. Central limit theorems
4. Martingales
5. Markov chains
6. Ergodic theorems
7. Brownian motion
8. Applications to random walk
9. Multidimensional Brownian motion
Appendix. Measure theory details.-
Resources for
Probability
Rick Durrett
General Resources
Find resources associated with this title
Type Name Unlocked * Format Size Showing of
This title is supported by one or more locked resources. Access to locked resources is granted exclusively by Cambridge University Press to lecturers whose faculty status has been verified. To gain access to locked resources, lecturers should sign in to or register for a Cambridge user account.
Please use locked resources responsibly and exercise your professional discretion when choosing how you share these materials with your students. Other lecturers may wish to use locked resources for assessment purposes and their usefulness is undermined when the source files (for example, solution manuals or test banks) are shared online or via social networks.
Supplementary resources are subject to copyright. Lecturers are permitted to view, print or download these resources for use in their teaching, but may not change them or use them for commercial gain.
If you are having problems accessing these resources please contact lecturers@cambridge.org.
Related Books
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org
Register Sign in» Proceed
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.
Continue ×Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.
×