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Cubierta del libro
Autor Çinlar, Erhan. author.

Título Probability and Stochastics [electronic resource] / by Erhan Çinlar.

Publicación New York, NY : Springer New York, 2011.
Descripción física XIV, 558 p. online resource.
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
Colección Graduate Texts in Mathematics, 0072-5285 ; 261
Graduate Texts in Mathematics, 0072-5285 ; 261
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Springer eBooks. Mathematics and Statistics
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Contiene: Preface -- Measure and Integration -- Probability Spaces -- Convergence -- Conditioning -- Martingales and Stochastics -- Poisson Random Measures -- Levy Processes -- Index -- Bibliography.
Resumen: This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form.   The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises.    The book is based on the authoŕ鳠lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics.   Erhan Çinlar has received many awards for excellence in teaching, including the President́鳠Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.
Materia Mathematics.
Measure theory.
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Probability Theory and Stochastic Processes.
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Measure and Integration.
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Autor secundario SpringerLink (Online service)
En Springer eBooks
OTRO SOPORTE Printed edition: 9780387878584
ISBN 9780387878591 978-0-387-87859-1
ISBN/ISSN 10.1007/978-0-387-87859-1 doi