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Second Course in Probability

Name: Second Course in Probability
Brand: Pekozbooks
SKU: 07429418
Price: 78.25 EUR
Availability: InStock
Author: Erol A Pekoz
ISBN: 9780979570407

Erol A Pekoz

Language

English

Book Hardback

Libristo code: 07429418

Publishers Pekozbooks, May 2007

The 2006 INFORMS Expository Writing Award-winning and best-selling author Sheldon Ross (University o... Full description

Libristo code: 07429418

190 b

78.25 €

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The 2006 INFORMS Expository Writing Award-winning and best-selling author Sheldon Ross (University of Southern California) teams up with Erol Peköz (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.