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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
240320b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783031142079 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
515.42 |
| Item number |
LEG |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Le Gall, Jean-Francois |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Measure theory, probability, and stochastic processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2022 |
| Place of publication, distribution, etc |
Cham : |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 406 p. ; |
| Other physical details |
ill., |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
49.99 |
| Price type code |
€ |
| Unit of pricing |
93.50 |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Graduate texts in mathematics ; |
| Volume number/sequential designation |
v295 |
| 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 textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis. Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selection of illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix. Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory. Students interested in learning more about Brownian motion, and other continuous-time stochastic processes, may continue reading the authors more advanced textbook in the same series (GTM 274). |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Measure and Integration |
|
|---|
| Topical term or geographic name as entry element |
Probability Theory |
|
|---|
| Topical term or geographic name as entry element |
Stochastic Processes |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Books |