Book Data

MARC Record

000  02542cam  2200445 a 4504
001  ocm51914277
003  OCoLC
005  20040323153705.0
008  040324s2003    enk           001 0 eng  
015      $aGBA3-Y2662
020      $a0521825857
040      $aUKM$cUKM$dC#P$dHUA
040      $aUKM$cUKM$dC#P$dHUA$dOrLoB-B
050   4  $aQA273.25$b.C43 2003
082  04  $a519.2076$221
092      $a519.2076$bC49
100  1   $aChaumont, L.$q(Ločic)
245  10  $aExercises in probability :$ba guided tour from
         measure theory to random processes, via conditioning /$cL.
         Chaumont and M. Yor.
246  30  $aGuided tour from measure theory to random
         processes, via conditioning.
260      $aCambridge :$bCambridge University Press,$c2003.
300      $axv, 236 p. ;$c27 cm.
440   0  $aCambridge series on statistical and probabilistic
         mathematics.
504      $aIncludes bibliographical references (p. 229-233)
         and index.
520  1   $a"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.
650   0  $aProbabilities.
650   0  $aProbabilities$vProblems, exercises, etc.
700  1   $aYor, Marc.
970  01  $tPreface
970  01  $tSome frequently used notations
970  11  $l1$tMeasure theory and probability$p1
970  11  $l2$tIndependence and conditioning$p25
970  11  $l3$tGaussian variables$p67
970  11  $l4$tDistributional computations$p91
970  11  $l5$tConvergence of random variables$p149
970  11  $l6$tRandom processes$p175
970  11  $tWhere is the notion N discussed?$p226
970  01  $tFinal suggestions: how to go further?$p227
970  01  $tReferences$p229
970  01  $tIndex$p235
993  05  $edl