Stroock D Probability Theory An Analytic View 3ed 2024
General:
Name: Stroock D Probability Theory An Analytic View 3ed 2024
Format: pdf
Size: 4.58 MB
Book:
Title: Probability Theory, An Analytic View (3rd Edition)
Author: Daniel W. Stroock
Language: angielski
Year: 2024
Subjects: Science & Technology, Mathematics, Probability Theory
Publisher: Cambridge University Press
ISBN: 9781009549004
Total pages: 468
Description:
The third edition of this highly regarded text provides a rigorous, yet entertaining, introduction to probability theory and the analytic ideas and tools on which the modern theory relies. The main changes are the inclusion of the Gaussian isoperimetric inequality plus many improvements and clarifications throughout the text. With more than 750 exercises, it is ideal for first-year graduate students with a good grasp of undergraduate probability theory and analysis. Starting with results about independent random variables, the author introduces weak convergence of measures and its application to the central limit theorem, and infinitely divisible laws and their associated stochastic processes. Conditional expectation and martingales follow before the context shifts to infinite dimensions, where Gaussian measures and weak convergence of measures are studied. The remainder is devoted to the mutually beneficial connection between probability theory and partial differential equations, culminating in an explanation of the relationship of Brownian motion to classical potential theory.
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