Exercises in probability
Exercises in probability: a guided tour from measure theory to random processes, via conditioning L. Chaumont and M. Yor
Publisher: Cambridge : Cambridge University Press, 2003.
ISBN: 0521825857
DDC: 519.2076
LCC: QA273.25
Summary:
"Derived from extensive teaching experience in Paris, this book
presents around 100 exercises in probability. The exercises cover
measure theory and probability, independence and conditioning.
Gaussian variables, distributional computations, convergence of
random variables, and random processes. For each exercise the authors
have provided a detailed solution as well as references for
preliminary and further reading. There are also many insightful notes
that set the exercises in context." "Students will find these
exercises extremely useful for easing the transition between simple
and complex probabilistic frameworks. Indeed, many of the exercises
here will lead the student on to frontier research topics in
probability. Along the way, attention is drawn to a number of traps
into which students of probability often fall. This book is ideal for
independent study or as the companion to a course in advanced
probability theory."--BOOK JACKET.
Notes:
Includes bibliographical references (p. 229-233) and index.
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