000			02741nam a22003858i 4500
001			CR9781139135351
003			UkCbUP
005			20200124160223.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			110802s2012||||enk o ||1 0|eng|d
020			_a9781139135351 (ebook)
020			_z9781107606555 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA273.25 _b.C492 2012
082	0	0	_a519.2 _223
100	1		_aChaumont, L. _q(Loïc), _eauthor.
245	1	0	_aExercises in probability : _ba guided tour from measure theory to random processes, via conditioning / _cLoïc Chaumont, Marc Yor.
250			_aSecond edition.
264		1	_aCambridge : _bCambridge University Press, _c2012.
300			_a1 online resource (xx, 279 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aCambridge series on statistical and probabilistic mathematics ; _v35
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505	0		_aPreface to the Second Edition -- Preface to the First Edition -- 1. Measure theory and probability -- 2. Independence and conditioning -- 3. Gaussian variables -- 4. Distributional computations -- 5. Convergence of random variables -- 6. Random processes -- Where is the notion N discussed? -- Final suggestions: how to go further?
520			_aDerived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.
650		0	_aProbabilities.
650		0	_aProbabilities _vProblems, exercises, etc.
700	1		_aYor, Marc, _eauthor.
776	0	8	_iPrint version: _z9781107606555
830		0	_aCambridge series on statistical and probabilistic mathematics ; _v35.
856	4	0	_uhttps://doi.org/10.1017/CBO9781139135351
999			_c516889 _d516887