资源描述:
《exercises in probability (l. chaumont and m. yor)》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、ExercisesinProbabilityAGuidedTourfromMeasureTheorytoRandomProcesses,viaConditioningDerivedfromextensiveteachingexperienceinParis,thisbookpresents100exercisesinprobability.Theexercisescovermeasuretheoryandprobability,independenceandcondi-tioning,Gaussia
2、nvariables,distributionalcomputations,convergenceofrandomvariablesandanintroductiontorandomprocesses.Foreachexercisetheauthorshaveprovidedadetailedsolutionaswellasreferencesforpreliminaryandfurtherreading.Therearealsomanyinsightfulnotesthatsettheexerci
3、sesincontext.Studentswillfindtheseexercisesextremelyusefulforeasingthetransitionbetweensim-pleandcomplexprobabilisticframeworks.Indeed,manyoftheexercisesherewillleadthestudentontothefrontierofresearchtopicsinprobability.Alongtheway,attentionisdrawntoanu
4、mberoftrapsintowhichstudentsofprobabilityoftenfall.Thisbookisidealforindependentstudyorasthecompaniontoacourseinadvancedprobabilitytheory.CAMBRIDGESERIESINSTATISTICALANDPROBABILISTICMATHEMATICSEditorialBoardR.Gill(DepartmentofMathematics,UtrechtUnivers
5、ity)B.D.Ripley(DepartmentofStatistics,UniversityofOxford)S.Ross(DepartmentofIndustrialEngineering,UniversityofCalifornia,Berkeley)M.Stein(DepartmentofStatistics,UniversityofChicago)D.Williams(DepartmentofMathematicalSciences,UniversityofWales,Swansea)T
6、hisseriesofhighqualityupper-divisiontextbooksandexpositorymonographscoversallaspectsofstochasticapplicablemathematics.Thetopicsrangefrompureandappliedstatisticstoprobabilitytheory,operationsresearch,optimizationandmathematicalpro-gramming.Thebooksconta
7、inclearpresentationsofnewdevelopementsinthefieldandalsoofthestateoftheartinclassicalmethods.Whileemphasizingrigoroustreatmentoftheoreticalmethods,thebooksalsocontainapplicationsanddiscussionsofnewtechniquesmadepossiblebyadvancesincomputationalpractice.A
8、lreadyPublished1.BootstrapMethodsandTheirApplication,byA.C.DavisonandD.V.Hinkley2.MarkovChains,byJ.Norris3.AsymptoticStatistics,byA.W.vanderVarrt4.WaveletMethodsforTimeSeriesAnalysis,byDonaldB.PercivalandAndrewT.Walden5.BayesianMethods: