Exercises in probability : a guided tour from measure theory to random processes, via conditioning [E-Book] / Loïc Chaumont, Marc Yor.
Chaumont, L., (author)
Yor, Marc, (author)
Second edition.
Cambridge : Cambridge University Press, 2012
1 online resource (xx, 279 pages)
englisch
9781107606555
9781139135351
Cambridge series on statistical and probabilistic mathematics ; 35
Full Text
Table of Contents:
  • Preface to the Second Edition
  • Preface to the First Edition
  • 1. Measure theory and probability
  • 2. Independence and conditioning
  • 3. Gaussian variables
  • 4. Distributional computations
  • 5. Convergence of random variables
  • 6. Random processes
  • Where is the notion N discussed?
  • Final suggestions: how to go further?