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Probability theory : a comprehensive course / Achim Klenke.

By: Material type: TextPublisher: Cham : Springer, ©2020Edition: Third editionDescription: xiv, 716 pages : illustrations ; 23 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9783030564018 (paperback)
Subject(s): LOC classification:
  • QA273.18 KLE
Summary: This textbook provides a comprehensive and rigorous introduction to modern probability theory, covering measure theory, independence, random variables, limit theorems, conditional expectations, martingales, Markov chains, stochastic processes, Brownian motion, stochastic integrals, and stochastic differential equations. The text includes numerous examples, exercises, and applications for advanced students and researchers in mathematics, statistics, and related fields.
Item type: Reserve
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Reserve GSU Library Epoch Reserve General Collection QA273.18 KLE (Browse shelf(Opens below)) 1 Available 50000007048

Includes bibliographical references (p. [591]-598) and index.

This textbook provides a comprehensive and rigorous introduction to modern probability theory, covering measure theory, independence, random variables, limit theorems, conditional expectations, martingales, Markov chains, stochastic processes, Brownian motion, stochastic integrals, and stochastic differential equations. The text includes numerous examples, exercises, and applications for advanced students and researchers in mathematics, statistics, and related fields.

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