Skip to content
Register Sign in Wishlist

Exercises in Probability
A Guided Tour from Measure Theory to Random Processes, via Conditioning

2nd Edition

Part of Cambridge Series in Statistical and Probabilistic Mathematics

  • Date Published: July 2012
  • availability: Available
  • format: Paperback
  • isbn: 9781107606555

Paperback

Add to wishlist

Other available formats:
eBook


Looking for an inspection copy?

This title is not currently available on inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.

    • Class tested at the prestigious Paris school
    • Includes detailed solutions to all exercises as well as references to the literature and contextual notes
    • Second Edition includes new exercises, open problems and references to recent literature
    Read more

    Reviews & endorsements

    'In conclusion, this is an excellent book, which should be in every library, and also on the bookshelf of anyone with interests in advanced probability and random processes.' Society for Industrial and Applied Mathematics

    '… extremely useful for graduate and postgraduate students and those who want to better understand advanced probability theory.' European Mathematical Society Newsletter

    '… although the book could profitably be used as a companion to a graduate course in probability theory, it is probably best designed for the doctoral student who can read it alongside the source material. Used in that way, the book is a magnificent resource … consistency and clarity of mathematical style … For beginning researchers in stochastic mathematics, this book comes highly recommended and libraries should obtain a copy.' Journal of the Royal Statistical Society: Series A

    'This book, written in an inspiring style, can be used together with almost any advanced course and strongly recommend to doctoral and master students in the area of probability and stochastic processes. Young researchers and university teachers as well as professionals can benefit a lot from this book.' Jordan M. Stoyanov, Zentralblatt MATH

    See more reviews

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • Edition: 2nd Edition
    • Date Published: July 2012
    • format: Paperback
    • isbn: 9781107606555
    • length: 300 pages
    • dimensions: 254 x 178 x 16 mm
    • weight: 0.53kg
    • contains: 120 exercises
    • availability: Available
  • Table of Contents

    Preface to the Second Edition
    Preface to the First Edition
    1. Measure theory and probability
    2. Independence and conditioning
    3. Gaussian variables
    4. Distributional computations
    5. Convergence of random variables
    6. Random processes
    Where is the notion N discussed?
    Final suggestions: how to go further?
    References
    Index.

  • Authors

    Loïc Chaumont, Université d'Angers, France
    Loïc Chaumont is a Professor in the Laboratoire Angevin de Recherche en Mathématiques (LAREMA) at Université d'Angers.

    Marc Yor, Université de Paris VI (Pierre et Marie Curie)
    Marc Yor is a Professor in the Laboratoire de Probabilités et Modèles Aléatoires at Université Pierre et Marie Curie (Paris VI).

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
Please note that this file is password protected. You will be asked to input your password on the next screen.

» 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 ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon
×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

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.

×
Please fill in the required fields in your feedback submission.
×