Probability : theory and examples / Rick Durrett (Duke University).

Format:

Book

Author/Creator:

Durrett, Richard, 1951- author.

Series:

Cambridge series on statistical and probabilistic mathematics ; 49.

Cambridge series in statistical and probabilistic mathematics ; 49

Language:

English

Subjects (All):

Probabilities.

Probabilities--Textbooks.

Genre:

Textbooks.

Physical Description:

xii, 419 pages ; 26 cm.

Edition:

Fifth edition.

Place of Publication:

Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2019.

Summary:

"This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to PDEs, an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itôs formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition also reinstates discussion about the central limit theorem for martingales and stationary sequences." -- Provided by publisher.

Contents:

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.

Notes:

Includes bibliographical references and index.

Other Format:

ebook version :

ISBN:

9781108473682

1108473687

OCLC:

1060179681