INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780521761581 (hardback)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EN-53934
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Probability theory
General Material Designation
[Book]
Other Title Information
:an analytic view
First Statement of Responsibility
/ Daniel W. Stroock
EDITION STATEMENT
Edition Statement
2nd ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cambridge ;New York
Name of Publisher, Distributor, etc.
: Cambridge University Press,
Date of Publication, Distribution, etc.
, 2011.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxi, 527 p. , 27 cm.
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
"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"--Provided by publisher.
TOPICAL NAME USED AS SUBJECT
Probabilities
LIBRARY OF CONGRESS CLASSIFICATION
Class number
E-BOOK
PERSONAL NAME - PRIMARY RESPONSIBILITY
Stroock, Daniel W.
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
9780521132503.pdf
Access number
عادی
Compression information
عادی
Date and Hour of Consultation and Access
9780521132503.pdf
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
