A Basic Course in Probability Theory

A Basic Course in Probability Theory
Author :
Publisher : Springer
Total Pages : 0
Release :
ISBN-10 : 3319479725
ISBN-13 : 9783319479729
Rating : 4/5 (25 Downloads)

Book Synopsis A Basic Course in Probability Theory by : Rabi Bhattacharya

Download or read book A Basic Course in Probability Theory written by Rabi Bhattacharya and published by Springer. This book was released on 2017-02-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.


A Basic Course in Probability Theory Related Books

A Basic Course in Probability Theory
Language: en
Pages: 0
Authors: Rabi Bhattacharya
Categories: Mathematics
Type: BOOK - Published: 2017-02-21 - Publisher: Springer

DOWNLOAD EBOOK

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In
Random Walk, Brownian Motion, and Martingales
Language: en
Pages: 396
Authors: Rabi Bhattacharya
Categories: Mathematics
Type: BOOK - Published: 2021-09-20 - Publisher: Springer Nature

DOWNLOAD EBOOK

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, a
Measure Theory and Probability Theory
Language: en
Pages: 625
Authors: Krishna B. Athreya
Categories: Business & Economics
Type: BOOK - Published: 2006-07-27 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure the
A Basic Course in Probability Theory
Language: en
Pages: 270
Authors: Rabi Bhattacharya
Categories: Mathematics
Type: BOOK - Published: 2017-02-13 - Publisher: Springer

DOWNLOAD EBOOK

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In
Stochastic Processes with Applications
Language: en
Pages: 726
Authors: Rabi N. Bhattacharya
Categories: Mathematics
Type: BOOK - Published: 2009-08-27 - Publisher: SIAM

DOWNLOAD EBOOK

This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time propert