Read Anywhere and on Any Device!

Subscribe to Read | $0.00

Join today and start reading your favorite books for Free!

Read Anywhere and on Any Device!

  • Download on iOS
  • Download on Android
  • Download on iOS

A Second Course in Probability

A Second Course in Probability

Erol A. Peköz
0/5 ( ratings)
Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered 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 topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.
Language
English
Pages
192
Format
Paperback
Release
September 21, 2023
ISBN 13
9781009179911

A Second Course in Probability

Erol A. Peköz
0/5 ( ratings)
Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered 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 topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.
Language
English
Pages
192
Format
Paperback
Release
September 21, 2023
ISBN 13
9781009179911

More books from Erol A. Peköz

Rate this book!

Write a review?

loader