Henry Mckean

Probability

The Classical Limit Theorems

• Gebundenes Buch

Produktbeschreibung

A leading authority sheds light on a variety of interesting topics in which probability theory plays a key role.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 488
• Erscheinungstermin: 11. Juni 2015
• Englisch
• Abmessung: 235mm x 157mm x 31mm
• Gewicht: 853g
• ISBN-13: 9781107053212
• ISBN-10: 1107053218
• Artikelnr.: 41080548

Autorenporträt

Henry McKean is a professor in the Courant Institute of Mathematical Sciences at New York University. He is a fellow of the American Mathematical Society and in 2007 he received the Leroy P. Steele Prize for his life's work.

Inhaltsangabe

Preface
1. Preliminaries
2. Bernoulli trials
3. The standard random walk
4. The standard random walk in higher dimensions
5. LLN, CLT, iterated log, and arcsine in general
6. Brownian motion
7. Markov chains
8. The ergodic theorem
9. Communication over a noisy channel
10. Equilibrium statistical mechanics
11. Statistical mechanics out of equilibrium
12. Random matrices
Bibliography
Index.