A second course in probability[electronic resource]

  • 作者: Ross, Sheldon M.
  • 其他作者: Peköz, Erol A.
  • 出版: Cambridge, United Kingdom ; New York, NY : Cambridge University Press 2023.
  • 版本: Second edition.
  • 稽核項: viii, 182 p. :ill., digital ;23 cm.
  • 標題: Probabilities , Probabilities Textbooks.
  • ISBN: 1009179918 , 9781009179911
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  • 附註: Title from publisher's bibliographic system (viewed on 08 Sep 2023).
  • 摘要: Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.
  • 電子資源: https://dbs.tnua.edu.tw/login?url=https://doi.org/10.1017/9781009179928
  • 系統號: 005338421
  • 資料類型: 電子書
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  • 引用網址: 複製連結