Probability Theory: A Comprehensive Course (3rd Edition) – eBook PDF

Description

Probability Theory: A Comprehensive Course (3rd Edition) – eBook PDF

This popular textbook, Probability Theory: A Comprehensive Course 3rd edition (PDF) presents a comprehensive course in modern probability theory.

Probability plays an increasingly important role not only in mathematics, but also in biology, finance, physics, and computer science, helping to understand phenomena such as genetic diversity, magnetism, and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory ebooks, such as:

• percolation
• martingales
• Brownian motion
• construction of stochastic processes
• Markov chains and electrical networks
• Poisson point process and infinite divisibility
• limit theorems for sums of random variables
• large deviation principles and statistical physics
• stochastic integrals and stochastic differential equations.

The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts.

This updated Third Edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to college and university students and researchers in statistics, physics, math, computer science, biology, and economics.

NOTE: This sale only includes Klenke’s Probability Theory: A Comprehensive Course 3e in PDF. No access codes included.