2
Your Cart
2
Your Cart
This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Itô’s formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.
X

New item(s) have been added to your cart.

Quantity: 1
Total $19.99

Frequently bought with Introduction to Machine Learning


Programming and Problem Solving with C++: Comprehensive: Comprehensive Original price was: $79.99.Current price is: $19.99.
View more
Python for Data Analysis: Data Wrangling with pandas, NumPy, and Jupyter Original price was: $39.99.Current price is: $14.99.
View more
Deep Learning: Foundations and Concepts Original price was: $79.99.Current price is: $29.99.
View more
View more
View more
Math for Programmers: 3D graphics, machine learning, and simulations with Python Original price was: $49.99.Current price is: $19.99.
View more
Machine Learning Guide for Oil and Gas Using Python: A Step-by-Step Breakdown with Data, Algorithms, Codes, and Applications Original price was: $119.99.Current price is: $19.99.
View more
Grokking Deep Reinforcement Learning Original price was: $39.99.Current price is: $14.99.
View more
Cart