Daniel W. Stroock (Massachusetts Institute of Technology)

Probability Theory, An Analytic View

• Broschiertes Buch

Produktbeschreibung

This text provides a rigorous, yet entertaining, introduction to modern probability theory and the analytic ideas and tools on which it relies. The third edition includes a new treatment of the Gaussian isoperimetric inequality and numerous improvements and clarifications. With more than 750 exercises, it is ideal for first-year graduate students.

Produktdetails

• Verlag: Cambridge University Press
• 3 Revised edition
• Seitenzahl: 468
• Erscheinungstermin: 14. Oktober 2024
• Englisch
• Abmessung: 254mm x 178mm x 26mm
• Gewicht: 870g
• ISBN-13: 9781009549004
• ISBN-10: 1009549006
• Artikelnr.: 71854731

Autorenporträt

Daniel W. Stroock is Simons Professor Emeritus of Mathematics at the Massachusetts Institute of Technology. He has published numerous articles and books, most recently 'Elements of Stochastic Calculus and Analysis' (2018) and 'Gaussian Measures in Finite and Infinite Dimensions' (2023).

Inhaltsangabe

Notation
1. Sums of independent random variables
2. The central limit theorem
3. Infinitely divisible laws
4. Lévy processes
5. Conditioning and martingales
6. Some extensions and applications of martingale theory
7. Continuous parameter martingales
8. Gaussian measures on a Banach space
9. Convergence of measures on a Polish space
10. Wiener measure and partial differential equations
11. Some classical potential theory
References
Index.