Ross S A Second Course in Probability 2ed 2023
General:
Name: Ross S A Second Course in Probability 2ed 2023
Format: pdf
Size: 4.54 MB
Book:
Title: A Second Course in Probability
Author: Sheldon M. Ross, Erol A. Peköz
Language: japo
Year: 2023
Subjects: Science & Technology, Mathematics, Probability Theory, Statistics
Publisher: Cambridge University Press
ISBN: 9781009179911
Total pages: 190
Description:
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.
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