Probability and Stochastics pdf epub mobi txt 电子书 下载 2024


Probability and Stochastics

简体网页||繁体网页
Erhan Çinlar
Springer
2011-2-25
558
USD 74.95
Hardcover
Graduate Texts in Mathematics
9780387878584

图书标签: Probability  数学  Mathematics  随机过程  概率論  數學  Stochastics  美國   


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    发表于2024-09-05

    Probability and Stochastics epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

    Probability and Stochastics epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

    Probability and Stochastics pdf epub mobi txt 电子书 下载 2024



    图书描述

    This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author's lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President's Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.

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