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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...

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Detalles Bibliográficos
Main Authors: Chaumont, L., Yor, Marc (Author)
Formato: Printed Book
Idioma:English
Publicado: Cambridge ; New York : Cambridge University Press, 2012.
Edición:2nd ed.
Series:Cambridge series in statistical and probabilistic mathematics
Subjects:
Acceso en liña:Cover image
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100 1 |a Chaumont, L. 
245 1 0 |a Exercises in probability :  |b a guided tour from measure theory to random processes, via conditioning /  |c Loïc Chaumont, Marc Yor. 
250 |a 2nd ed. 
260 |a Cambridge ;  |a New York :  |b Cambridge University Press,  |c 2012. 
300 |a xx, 279 p. :  |b ill. ;  |c 26 cm. 
490 0 |a Cambridge series in statistical and probabilistic mathematics 
504 |a Includes bibliographical references (p. 270-277) and index. 
520 |a "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"-- 
650 0 |a Probabilities. 
650 0 |a Probabilities  |v Problems, exercises, etc. 
650 7 |a MATHEMATICS / Probability & Statistics / General.  |2 bisacsh 
700 1 |a Yor, Marc.  |e Author. 
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