A Basic Course in Probability Theory

Released on by Rabi Bhattacharya
preview-18

  • A Basic Course in Probability Theory Book Detail

  • Author : Rabi Bhattacharya
  • Release Date : 2017-02-13
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 270
  • ISBN 13 : 3319479741
  • File Size : 80,80 MB
DOWNLOAD BOOK

A Basic Course in Probability Theory by Rabi Bhattacharya PDF Summary

Book Description: This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.

Disclaimer: www.yourbookbest.com does not own A Basic Course in Probability Theory books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

A Basic Course in Probability Theory

A Basic Course in Probability Theory

File Size : 44,44 MB
Total View : 6223 Views
DOWNLOAD

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In

A Basic Course in Probability Theory

A Basic Course in Probability Theory

File Size : 1,1 MB
Total View : 3742 Views
DOWNLOAD

Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are

Basic Probability Theory

Basic Probability Theory

File Size : 70,70 MB
Total View : 1327 Views
DOWNLOAD

This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts

A Course in Probability Theory

A Course in Probability Theory

File Size : 16,16 MB
Total View : 4409 Views
DOWNLOAD

This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some