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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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230829b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783319479729 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Item number |
BHA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bhattacharya, Rabi |
| 245 ## - TITLE STATEMENT |
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| Title |
Basic course in probability theory |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2016 |
| Place of publication, distribution, etc |
Cham : |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 265 p. ; |
| Other physical details |
ill., |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
69.99 |
| Price type code |
EUR |
| Unit of pricing |
94.90 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Universitext, |
| Volume number/sequential designation |
0172-5939 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and indexes. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Banach space |
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| Topical term or geographic name as entry element |
Convergence |
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| Topical term or geographic name as entry element |
Distribution function |
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| Topical term or geographic name as entry element |
Fatou's lemma |
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| Topical term or geographic name as entry element |
Fourier inversion formula |
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| Topical term or geographic name as entry element |
Random variables |
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| Topical term or geographic name as entry element |
Stokes law |
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| Topical term or geographic name as entry element |
Truncation method |
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| Topical term or geographic name as entry element |
Zero-one law |
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| Topical term or geographic name as entry element |
Markov property |
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| Topical term or geographic name as entry element |
Martingales |
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| Topical term or geographic name as entry element |
Stochastic processes |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Waymire, Edward C. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
|
| Item type |
Books |