Name: Probability Theory: A Comprehensive Course
Brand: Springer Verlag
SKU: 9783030564018
Price: 3570.0 INR
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Probability Theory: A Comprehensive Course

by Achim Klenke

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ISBN13: 9783030564018
Binding: Paperback
Subject: Mathematics and Statistics
Publisher: Springer Verlag
Publisher Imprint: Springer
Publication Date: December 16, 2020
Pages: 716
Original Price: GBP 28.99
Language: English
Edition: N/A
Item Weight: 1010 grams
BISAC Subject(s): Probability & Statistics / General

About The Book

This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory. Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as: limit theorems for sums of random variables martingales percolation Markov chains and electrical networks construction of stochastic processes Poisson point process and infinite divisibility large deviation principles and statistical physics Brownian motion stochastic integrals and stochastic differential equations. The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts. This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.

About The Author

Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany. He is known for his work on interacting particle systems, stochastic analysis, and branching processes, in particular for his pioneering work with Leonid Mytnik on infinite rate mutually catalytic branching processes.

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