Probability theory : an analytic view / Daniel W. Stroock

Von:

Stroock, Daniel W, 1940-2025 [VerfasserIn]

Resource type: Ressourcentyp: BuchBuchSprache: Englisch Verlag: Cambridge ; New York ; Melbourne ; Madrid ; Cape Town ; Singapore ; Sao Paulo ; Dehli ; Mexico City : Cambridge University Press, [2011]Copyright-Datum: © 2011Auflage: Second editionBeschreibung: XXI, 527 SeitenISBN:

9780521761581
9780521132503

Schlagwörter:

Andere physische Formen: Erscheint auch als: Probability theory. Online-Ausgabe 2. ed. Cambridge : Cambridge University Press, 2011. XXIV, 527 S.DDC-Klassifikation:

519.2 22

MSC: MSC: *60-01 | 60F05 | 60E07 | 60G51 | 60G46 | 60G15RVK: RVK: SK 800LOC-Klassifikation:

QA273

Zusammenfassung: "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"--PPN: PPN: 1608519295

Exemplare ( 1 )

Exemplare
Medientyp	Heimatbibliothek	Standort	Signatur	Status	Barcode
Freihandbestand ausleihbar	Fachbibliothek Mathematik	Bibliothek / frei aufgestellt	Stoch. / Str	Verfügbar	36524621090

Anzahl Vormerkungen: 0