National Science Library of Georgia

Probability theory : (Record no. 520177)

MARC details
000 -LEADER
fixed length control field 02381nam a22003258i 4500
001 - CONTROL NUMBER
control field CR9780511974243
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200124160258.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110404s2011||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780511974243 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521761581 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521132503 (paperback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273
Item number .S763 2011
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Stroock, Daniel W.,
Relator term author.
245 10 - TITLE STATEMENT
Title Probability theory :
Remainder of title an analytic view /
Statement of responsibility, etc Daniel W. Stroock.
250 ## - EDITION STATEMENT
Edition statement Second edition.
264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R)
Place of production, publication, distribution, manufacture (R) Cambridge :
Name of producer, publisher, distributor, manufacturer (R) Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2011.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xxi, 527 pages) :
Other physical details digital, PDF file(s).
336 ## - Content Type (R)
Content type term (R) text
Content type code (R) txt
Source (NR) rdacontent
337 ## - Media Type (R)
Media type term (R) computer
Media type code (R) c
Source (NR) rdamedia
338 ## - Carrier Type (R)
Carrier type term (R) online resource
Carrier type code (R) cr
Source (NR) rdacarrier
520 ## - SUMMARY, ETC.
Summary, etc This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given. The first part of the book deals with independent random variables, Central Limit phenomena, and the construction of Levy processes, including Brownian motion. Conditioning is developed and applied to discrete parameter martingales in Chapter 5, Chapter 6 contains the ergodic theorem and Burkholder's inequality, and continuous parameter martingales are discussed in Chapter 7. Chapter 8 is devoted to Gaussian measures on a Banach space, where they are treated from the abstract Wiener space perspective. The abstract theory of weak convergence is developed in Chapter 9, which ends with a proof of Donsker's Invariance Principle. The concluding two chapters contain applications of Brownian motion to the analysis of partial differential equations and potential theory.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probabilities.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
International Standard Book Number 9780521761581
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/CBO9780511974243">https://doi.org/10.1017/CBO9780511974243</a>

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