Exercises in probability
Subtitle: a guided tour from measure theory to random processes, via conditioning
By: Loïc Chaumont, Marc Yor
Contributors: Yor, Marc
Edition: 2nd ed.
Series: Cambridge series in statistical and probabilistic mathematics
Publisher: Cambridge University Press
Published: 2012
Place of publication: Cambridge; New York
Language: eng
Number of pages: 279
ISBN-13: 9781107606555
Subjects: Probabilities; MATHEMATICS / Probability & Statistics / General; Problems, exercises
Description: "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"--
Table of contents: title: Machine generated contents note: Preface to the Second Edition; Preface to the First Edition; 1. Measure theory and probability; 2. Independence and conditioning; 3. Gaussian variables; 4. Distributional computations; 5. Convergence of random variables; 6. Random processes; Where is the notion N discussed?; Final suggestions: how to go further?; References; Index.