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Item Details
Title: PROBABILITY
By: Davar Khoshnevisan
Format: Hardback

List price: £87.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0821842153
ISBN 13: 9780821842157
Publisher: AMERICAN MATHEMATICAL SOCIETY
Pub. date: 15 March, 2007
Series: Graduate Studies in Mathematics No. 80
Pages: 224
Description: A textbook for a one-semester graduate course in measure-theoretic probability theory. It presents an approach to develop the ideas that are absolutely central to modern probability theory. It offers topics that range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus.
Synopsis: This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
Publication: US
Imprint: American Mathematical Society
Returns: Returnable
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