Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (repost)
L. Chaumont, M. Yor, "Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning"
2003 | ISBN: 0521825857, 0521121051 | 256 pages | PDF | 3,5 MB
2003 | ISBN: 0521825857, 0521121051 | 256 pages | PDF | 3,5 MB
Probability theory has recently become more important as an area of study and research. This set of exercises can be used for classroom teaching or independent study and will help students reach the level where they can begin to tackle current research. It includes outline answers to all the problems and numerous references to the literature.
Review
"…a very appealing and valuable book for independent study or as a companion book in advanced probability theory courses. Highly recommended." Choice
"This is an excellent book, which should be in every library, and also on the bookshelf of anyone with interests in advanced probability and random processes." SIAM Review
"…a magnificent resource, not just in terms of shearing recent research results to their core but in encouraging putative researchers to think of an interplay between finite and infinite dimensional viewpoints for a given problem. In that sense, the authors take us into the mind of the researcher…For beginning researchers in stochastic mathematics, this book comes highly recommended and libraries should obtain a copy." Journal of the Royal Statistical Society