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020 _a9780387719399
_99780387719399
024 7 _a10.1007/9780387719399
_2doi
035 _avtls000332212
039 9 _a201509030757
_bVLOAD
_c201404122052
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040 _aMX-SnUAN
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_cMX-SnUAN
_erda
050 4 _aQA273.A1-274.9
100 1 _aBhattacharya, Rabi.
_eautor
_9304987
245 1 2 _aA Basic Course in Probability Theory /
_cby Rabi Bhattacharya, Edward C. Waymire.
264 1 _aNew York, NY :
_bSpringer New York,
_c2007.
300 _axii, 210 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aUniversitext
500 _aSpringer eBooks
505 0 _aRandom Maps, Distribution, and Mathematical Expectation -- Independence, Conditional Expectation -- Martingales and Stopping Times -- Classical Zero–One Laws, Laws of Large Numbers and Deviations -- Weak Convergence of Probability Measures -- Fourier Series, Fourier Transform, and Characteristic Functions -- Classical Central Limit Theorems -- Laplace Transforms and Tauberian Theorem -- Random Series of Independent Summands -- Kolmogorov's Extension Theorem and Brownian Motion -- Brownian Motion: The LIL and Some Fine-Scale Properties -- Skorokhod Embedding and Donsker's Invariance Principle -- A Historical Note on Brownian Motion.
520 _aThe book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. With this goal in mind, the pace is lively, yet thorough. Basic notions of independence and conditional expectation are introduced relatively early on in the text, while conditional expectation is illustrated in detail in the context of martingales, Markov property and strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two highlights. The historic role of size-biasing is emphasized in the contexts of large deviations and in developments of Tauberian Theory. The authors assume a graduate level of maturity in mathematics, but otherwise the book will be suitable for students with varying levels of background in analysis and measure theory. In particular, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including the graduate textbook, Stochastic Processes with Applications.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aWaymire, Edward C.
_eautor
_9300202
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387719382
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-0-387-71939-9
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c280205
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