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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| Otros Autores: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press
2012.
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| 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 |
Tabla de Contenidos:
- 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?
