Probability: theory and examples
Auteur :
Durrett, Rick
Éditeur :
Cambridge University Press
ISBN :
9781108473682
Date de publication :
18 avr. 2019
Dimensions :
26,0 x 18,1 x 2,8 cm
Poids :
940 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition.