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The book delves into the foundational aspects of probability theory essential for understanding stochastic processes and their applications. The second edition features reorganized content for improved learning, with new exercises and expanded basic theory. It introduces a new chapter on Markov dependent sequences and their equilibrium convergence. Key topics include conditional expectation, martingales, weak convergence, Brownian motion, and a selection of large deviation inequalities. Enhanced pedagogical elements ensure clarity and depth in exploring these complex concepts.
Buchkauf
Universitext: A Basic Course in Probability Theory - Second Edition, Rabi Bhattacharya, Edward C. Waymire
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- Erscheinungsdatum
- 2017
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- 33,99 €inkl. MwSt.
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