Exercises in probability a guided tour from measure theory to random processes, via conditioning

"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 mart...

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Detalles Bibliográficos
Autor principal: Chaumont, L. (-)
Otros Autores: Yor, Marc
Formato: Libro electrónico
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press 2012.
Edición:2nd ed
Colección:EBSCO Academic eBook Collection Complete.
Cambridge series in statistical and probabilistic mathematics.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b38436498*spi
Descripción
Sumario:"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"--
Descripción Física:xx, 279 p.
Formato:Forma de acceso: World Wide Web.
Bibliografía:Incluye referencias bibliográficas (p. 270-277) e índice.
ISBN:9781139526562
9781139135351
9781283528511
9781139531238