Exercises in probability a guided tour from measure theory to random processes, via conditioning / Loïc Chaumont, Marc Yor.

Author/creator Chaumont, L.
Other author Yor, Marc.
Format Electronic
Edition2nd ed.
Publication InfoCambridge ; New York : Cambridge University Press,
Descriptionxx, 279 p. : ill. ; 26 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesCambridge series in statistical and probabilistic mathematics
Abstract "Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"-- Provided by publisher.
Bibliography noteIncludes bibliographical references (p. 270-277) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2012002653
ISBN9781107606555 (pbk.)

Availability

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