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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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220627b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781108473682 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Item number |
DUR |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Durrett, Rick |
| 245 ## - TITLE STATEMENT |
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| Title |
Probability : theory and examples |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
5th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2019 |
| Place of publication, distribution, etc |
Cambridge : |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 419 p. ; |
| Other physical details |
ill., |
| Dimensions |
27 cm |
| 365 ## - TRADE PRICE |
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| Price amount |
62.99 |
| Price type code |
GBP |
| Unit of pricing |
100.50 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Cambridge series in statistical and probabilistic mathematics ; |
| Volume number/sequential designation |
v.49 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.
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| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probabilities |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
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| Item type |
Books |