Probability : theory and examples [E-Book] / Rick Durrett.
This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is...
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Full text |
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Personal Name(s): | Durrett, Richard, author |
Edition: |
Fifth edition. |
Imprint: |
Cambridge :
Cambridge University Press,
2019
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Physical Description: |
1 online resource (xii, 419 pages) |
Note: |
englisch |
ISBN: |
9781108591034 9781108473682 |
Series Title: |
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Cambridge series in statistical and probabilistic mathematics ;
49 |
Subject (ZB): | |
Subject (LOC): | |
Classification: |
- Measure theory
- Laws of large numbers
- Central limit theorems
- Martingales
- Markov chains
- Ergodic theorems
- Brownian motion
- Applications to random walks
- Multidimensional Brownian motion
- Appendix A. Measure theory details.