Coverart for item
The Resource Probability theory : a comprehensive course, Achim Klenke

Probability theory : a comprehensive course, Achim Klenke

Label
Probability theory : a comprehensive course
Title
Probability theory
Title remainder
a comprehensive course
Statement of responsibility
Achim Klenke
Creator
Subject
Language
  • eng
  • ger
  • eng
Summary
"Probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us to understand magnetism, amorphous media, genetic diversity and the perils of random developments on the financial markets, and they guide us in constructing more efficient algorithms." "This text is a comprehensive course in modern probability theory and its measure-theoretical foundations. Aimed primarily at graduate students and researchers, the book covers a wide variety of topics, many of which are not usually found in introductory textbooks." "The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation."--Jacket
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Klenke, Achim
Dewey number
519.2
Illustrations
illustrations
Index
index present
Language note
Translated from the German
LC call number
QA273.18
LC item number
.K5413 2008eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
NLM call number
Online Book
Series statement
Universitext
http://library.link/vocab/subjectName
  • Probabilities
  • Probability Theory
  • Probability Theory
  • Probabilities
  • Probabilities
Label
Probability theory : a comprehensive course, Achim Klenke
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 591-598)-and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Basic Measure Theory -- Independence -- Generating Functions -- The Integral -- Moments and Laws of Large Numbers -- Convergence Theorems -- Lp-Spaces and Radon-Nikodym Theorem -- Conditional Expectations -- Martingales -- Optional Sampling Theorems -- Martingale Convergence Theorems and their Applications -- Backwards Martingales and Exchangeability -- Convergence of Measures -- Probability Measures on Product Spaces -- Characteristics Functions and Central Limit Theorem -- Infinitely Divisible Distributions -- Markov Chains -- Convergence of Markov Chains -- Markov Chains and Electrical Networks -- Ergodic Theory -- Brownian Motion -- Law of the Iterated Logarithm -- Large Deviations -- The Poisson Point Process -- The Itô Integral -- Stochastic Differential Equations -- References -- Notation Index -- Name Index -- Subject Index
Control code
233973008
Dimensions
unknown
Extent
1 online resource (xii, 616 pages)
Form of item
online
Isbn
9781848000476
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-84800-048-3
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-1-84800-047-6
Specific material designation
remote
System control number
(OCoLC)233973008
Label
Probability theory : a comprehensive course, Achim Klenke
Publication
Bibliography note
Includes bibliographical references (pages 591-598)-and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Basic Measure Theory -- Independence -- Generating Functions -- The Integral -- Moments and Laws of Large Numbers -- Convergence Theorems -- Lp-Spaces and Radon-Nikodym Theorem -- Conditional Expectations -- Martingales -- Optional Sampling Theorems -- Martingale Convergence Theorems and their Applications -- Backwards Martingales and Exchangeability -- Convergence of Measures -- Probability Measures on Product Spaces -- Characteristics Functions and Central Limit Theorem -- Infinitely Divisible Distributions -- Markov Chains -- Convergence of Markov Chains -- Markov Chains and Electrical Networks -- Ergodic Theory -- Brownian Motion -- Law of the Iterated Logarithm -- Large Deviations -- The Poisson Point Process -- The Itô Integral -- Stochastic Differential Equations -- References -- Notation Index -- Name Index -- Subject Index
Control code
233973008
Dimensions
unknown
Extent
1 online resource (xii, 616 pages)
Form of item
online
Isbn
9781848000476
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-84800-048-3
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-1-84800-047-6
Specific material designation
remote
System control number
(OCoLC)233973008

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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