1.

Record Nr.

UNISALENTO991002609259707536

Autore

Chaumont, Loïc

Titolo

Exercises in probability : a guided tour from measure theory to random processes, via conditioning / Loïc Chaumont, Marc Yor

Pubbl/distr/stampa

Cambridge ; New York : Cambridge University Press, 2012

ISBN

9781107606555 (pbk.)

1107606551 (pbk.)

Edizione

[2nd ed.]

Descrizione fisica

xx, 279 p. ; 27 cm

Collana

Cambridge series in statistical and probabilistic mathematics

Classificazione

AMS 60-01

LC QA273.25.C492

Altri autori (Persone)

Yor, Marcauthor

Disciplina

519.2

Soggetti

Probabilities

Probabilities - Problems, exercises, etc

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context". - Provided by publisher