Exercises in probability : a guided tour from measure theory to random processes, via conditioning / Lo詣 Chaumont, Marc Yor.

By:

Chaumont, L. (Loic)

Contributor(s):

Yor, Marc

Series: Cambridge series in statistical and probabilistic mathematicsPublication details: Cambridge : Cambridge University Press, 2012.Edition: 2nd edDescription: xx, 279 p. : ill. ; 26 cmISBN:

9781107606555 (pbk.)

Subject(s):

Online resources:

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Summary: 'Derived 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'-- Provided by publisher.

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Holdings
Item type	Current library	Home library	Collection	Call number	Materials specified	Copy number	Status	Date due	Barcode
AM	PERPUSTAKAAN TUN SERI LANANG	PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5)	-	QA273.25.C433 2012 (Browse shelf(Opens below))		1	Available		00002106674

Includes bibliographical references (p. 270-277) and index.

'Derived 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'-- Provided by publisher.

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Exercises in probability : a guided tour from measure theory to random processes, via conditioning / Lo詣 Chaumont, Marc Yor.

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