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A second course in probability

By: Contributor(s): Publication details: Cambridge University Press 2023 CambridgeEdition: 2nd edDescription: viii, 182 p. : ill. Includes reference and indexISBN:
  • 9781009179911
Subject(s): DDC classification:
  • 519.2 R6S3
Summary: Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning. https://www.cambridge.org/core/books/second-course-in-probability/E86085B3CA9378D2CD2E27E140D22CB5#fndtn-information
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Item type Current library Item location Collection Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 28-B / Slot 1400 (0 Floor, East Wing) Non-fiction General Stacks 519.2 R6S3 (Browse shelf(Opens below)) Available 206567

Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.


https://www.cambridge.org/core/books/second-course-in-probability/E86085B3CA9378D2CD2E27E140D22CB5#fndtn-information

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