Exercises in Probability : a Guided Tour from Measure Theory to Random Processes, via Conditioning.
Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.
Saved in:
| Online Access: |
Full text (MCPHS users only) |
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| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2012
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| Series: | Cambridge series on statistical and probabilistic mathematics.
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
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?
