ENGLISH

A Second Course in Probability

Book information

Publisher
www.ProbabilityBookstore.com
Year
2007
ISBN
0979570409, 9780979570407
Open Library ID
OL9432965M
Language
english
Format
PDF
Filesize
5 MB (5270203 bytes)
Pages
213\213
Orientation
yes
Scanned
yes
Time added
2011-08-31 04:54:40

Description

The 2006 INFORMS Expository Writing Award-winning and best-selling author Sheldon Ross (University of Southern California) teams up with Erol Pek?z (Boston University) to bring you this textbook for undergraduate and graduate students in statistics, mathematics, engineering, finance, and actuarial science. This is a guided tour designed to give familiarity with advanced topics in probability without having to wade through the exhaustive coverage of the classic advanced probability theory books. Topics 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 advanced topics rigorously but at such an accessible level; all you need is calculus and material from a first undergraduate course in probability.

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