Exercises in Probability : A Guided Tour from Measure Theory to Random Processes, via Condition...
ISBN: 9781107606555 | 1107606551
Edition: 2ndFormat: Paperback
Publisher: Cambridge Univ Pr
Pub. Date: 8/31/2012
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Ideal for independent study or as a companion to a course in advanced probability theory, this book now includes over 100 exercises. In each case, the authors provide a detailed solution and references for preliminary and further reading. Insightful notes help to set the exercises in context.
Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.
Derived from extensive teaching experience in Paris, this second e... MORE
Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.
Derived from extensive teaching experience in Paris, this second e... MORE
| Preface to the Second Edition | |
| Preface to the First Edition | |
| Measure theory and probability | |
| Independence and conditioning | |
| Gaussian variables | |
| Distributional computations | |
| Convergence of random variables | |
| Random processes | |
| Where is the notion N discussed? | |
| Final suggestions: how to go further? |
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