Probability Theory (Record no. 91869)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 04246nam a22005415i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4471-5361-0 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220082455.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130829s2014 xxk| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781447153610 |
| -- | 978-1-4471-5361-0 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-1-4471-5361-0 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Klenke, Achim. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Probability Theory |
| Medium | [electronic resource] : |
| Remainder of title | A Comprehensive Course / |
| Statement of responsibility, etc | by Achim Klenke. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. 2014. |
| 264 #1 - | |
| -- | London : |
| -- | Springer London : |
| -- | Imprint: Springer, |
| -- | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XII, 638 p. 46 illus., 20 illus. in color. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Universitext, |
| International Standard Serial Number | 0172-5939 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Basic Measure Theory -- Independence -- Generating Functions -- The Integral -- Moments and Laws of Large Numbers -- Convergence Theorems -- Lp-Spaces and the Radon–Nikodym Theorem -- Conditional Expectations -- Martingales -- Optional Sampling Theorems -- Martingale Convergence Theorems and Their Applications -- Backwards Martingales and Exchangeability -- Convergence of Measures -- Probability Measures on Product Spaces -- Characteristic Functions and the Central Limit Theorem -- Infinitely Divisible Distributions -- Markov Chains -- Convergence of Markov Chains -- Markov Chains and Electrical Networks -- Ergodic Theory -- Brownian Motion -- Law of the Iterated Logarithm -- Large Deviations -- The Poisson Point Process -- The Itˆo Integral -- Stochastic Differential Equations. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils of random developments at financial markets, and they guide us in constructing more efficient algorithms. To address these concepts, the title covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as: • limit theorems for sums of random variables • martingales • percolation • Markov chains and electrical networks • construction of stochastic processes • Poisson point process and infinite divisibility • large deviation principles and statistical physics • Brownian motion • stochastic integral and stochastic differential equations. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Differentiable dynamical systems. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Functional analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Measure and Integration. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Dynamical Systems and Ergodic Theory. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Functional Analysis. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistical Physics, Dynamical Systems and Complexity. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9781447153603 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Universitext, |
| -- | 0172-5939 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4471-5361-0 |
| 912 ## - | |
| -- | ZDB-2-SMA |
No items available.