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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...
| Main Authors: | , |
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| Format: | Printed Book |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2012.
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| Edition: | 2nd ed. |
| Series: | Cambridge series in statistical and probabilistic mathematics
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| Subjects: | |
| Online Access: | Cover image |
| Summary: | "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"-- |
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| Physical Description: | xx, 279 p. : ill. ; 26 cm. |
| Bibliography: | Includes bibliographical references (p. 270-277) and index. |
| ISBN: | 9781107606555 (pbk.) |