UID:
almafu_9961233279102883
Format:
1 online resource (viii, 182 pages) :
,
digital, PDF file(s).
Edition:
Second edition.
ISBN:
1-009-18923-9
,
1-009-17992-6
Content:
Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.
Note:
Title from publisher's bibliographic system (viewed on 08 Sep 2023).
Additional Edition:
ISBN 1-009-17991-8
Language:
English
URL:
https://doi.org/10.1017/9781009179928
