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Bestseller
BestsellerE-book
Author Chaumont, L. (Loïc)

Title Exercises in probability : a guided tour from measure theory to random processes, via conditioning / Loïc Chaumont, Marc Yor.

Publication Info. Cambridge : Cambridge University Press, 2012.
Online access
Online eBook via EBSCO. Access restricted to current Rider University students, faculty, and staff.
Instructions for reading/downloading the EBSCO version of this eBook

Item Status

Edition 2nd ed.
Description 1 online resource (xx, 279 pages).
Physical Medium polychrome
Description text file
Series Cambridge series in statistical and probabilistic mathematics
Cambridge series on statistical and probabilistic mathematics.
Summary "Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"-- Provided by publisher.
Bibliography Includes bibliographical references (pages 270-277) and index.
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?
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Probabilities.
Probabilities.
Probabilities -- Problems, exercises, etc.
Genre/Form Problems and exercises.
Electronic books.
Problems and exercises.
Added Author Yor, Marc.
Other Form: Print version: Chaumont, L. (Loïc). Exercises in probability. 2nd ed. Cambridge ; New York : Cambridge University Press, 2012 9781107606555 (DLC) 2012002653 (OCoLC)773921342
ISBN 9781139526562 (electronic book)
1139526561 (electronic book)
9781139135351
113913535X
9781283528511
1283528517
9781139531238
1139531239
9781107606555 (Paper)
1107606551 (Paper)
Standard No. 9786613840967

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