An Intermediate Course in Probability
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ISBN-13:
9781441901613
Veröffentl:
2009
Erscheinungsdatum:
23.06.2009
Seiten:
303
Autor:
Allan Gut
Gewicht:
620 g
Format:
244x159x25 mm
Sprache:
Englisch
Beschreibung:
The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses. The first six chapters focus on some central areas of what might be called pure probability theory: multivariate random variables, conditioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process as a means both to introduce stochastic processes and to apply many of the techniques introduced earlier in the text.
Includes supplementary material: sn.pub/extras
Multivariate Random Variables.- Conditioning.- Transforms.- Order Statistics.- The Multivariate Normal Distribution.- Convergence.- An Outlook on Further Topics.- The Poisson Process.
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