Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum

Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum

Schilling, René L.

Paperback

Probability & Statistics

ISBN13: 9798599104889
Publisher: Independently Published
Published: Feb 2 2021
Pages: 450
Weight: 1.44
Height: 1.00 Width: 6.00 Depth: 9.00
Language: English
In these lecture notes we give a self-contained and concise introduction to the essentials of modern probability theory. The material covers all concepts and techniques usually taught at BSc and first-year graduate level probability courses: Measure & integration theory, elementary probability theory, further probability, classic limit theorems, discrete-time and continuous-time martingales, Poisson processes, random walks & Markov chains and, finally, first steps towards Brownian motion. The text can serve as a course companion, for self study or as a reference text. Concepts, which will be useful for later chapters and further studies are introduced early on. The material is organized and presented in a way that will enable the readers to continue their study with any advanced text in probability theory, stochastic processes or stochastic analysis. Much emphasis is put on being reader-friendly and useful, giving a direct and quick start into a fascinating mathematical topic.

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