ENGLISH

A Second Course in Probability

By Sheldon M. Ross , Erol A. Peköz

Book information

Publisher
Cambridge University Press
Year
2023
ISBN
1009179918, 9781009179911, 9781009179928
DOI
10.1017/9781009179928
ASIN
B0C94RTZHZ
LCC
QA273 .R845 2023
Language
english
Format
PDF
Filesize
1 MB (1394195 bytes)
Edition
2
Pages
196\191
Orientation
portrait
Paginated
no
Scanned
no
Time added
2023-09-08 16:53:14
Probabilities; Measure Theory; Large Numbers Laws;

Description

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.

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