Probability Theory : A Comprehensive Course
Publication year: 2008
ISBN: 978-1-84800-048-3
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Probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us to understand magnetism, amorphous media, genetic diversity and the perils of random developments on the financial markets, and they guide us in constructing more efficient algorithms. This text is a comprehensive course in modern probability theory and its measure-theoretical foundations.
Subject: Mathematics and Statistics, Probability theory, Random variable, common limit theorems, measure theory, modern probability theory, probability, statistical physics, stochastic processes
