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9780521825856

Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning

by L. Chaumont , M. Yor
  • ISBN13:

    9780521825856

  • ISBN10:

    0521825857

  • Format: Hardcover
  • Copyright: 2003-11-03
  • Publisher: Cambridge University Press
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Summary

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.

Table of Contents

1. Measure theory and probability
2. Independence and conditioning
3. Gaussian variables
4. Distributional computations
5. Convergence of random variables
6. Random processes.

Supplemental Materials

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