Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum by Schilling, René L.
Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum by Schilling, René L.

Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum

In these lecture notes we give a self-contained and concise introduction to the essentials of modern probability...
BD$42.81 BMD
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SKU: 9798599104889
Product Type: Books
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Author: René L. Schilling
Format: Paperback
Language: English
Subtotal: BD$42.81
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Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum by Schilling, René L.

Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum

BD$42.81
Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum by Schilling, René L.

Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum

BD$42.81
Author: René L. Schilling
Format: Paperback
Language: English
Description
In these lecture notes we give a self-contained and concise introduction to the essentials of modern probability theory. The material covers all concepts and techniques usually taught at BSc and first-year graduate level probability courses: Measure & integration theory, elementary probability theory, further probability, classic limit theorems, discrete-time and continuous-time martingales, Poisson processes, random walks & Markov chains and, finally, first steps towards Brownian motion. The text can serve as a course companion, for self study or as a reference text. Concepts, which will be useful for later chapters and further studies are introduced early on. The material is organized and presented in a way that will enable the readers to continue their study with any advanced text in probability theory, stochastic processes or stochastic analysis. Much emphasis is put on being reader-friendly and useful, giving a direct and quick start into a fascinating mathematical topic.

Author: René L. Schilling
Publisher: Independently Published
Published: 02/02/2021
Pages: 450
Binding Type: Paperback
Weight: 1.44lbs
Size: 9.02h x 5.98w x 1.00d
ISBN: 9798599104889

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