Noch Fragen? 0800 / 33 82 637

Measure Theory, Probability, and Stochastic Processes

Produktform: E-Buch Text Elektronisches Buch in proprietärem

Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selection of illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix. weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Elektronisches Format: PDF

Sprache(n): Englisch

ISBN: 978-3-031-14205-5 / 978-3031142055 / 9783031142055

Verlag: Springer International Publishing

Erscheinungsdatum: 29.10.2022

Seiten: 406

Autor(en): Jean-Francois Le Gall

53,49 € inkl. MwSt.
Recommended Retail Price
kostenloser Versand

lieferbar - Lieferzeit 10-15 Werktage

zurück