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Paperback Probability-1 Book

ISBN: 1493979051

ISBN13: 9781493979059

Probability-1

(Book #95 in the Graduate Texts in Mathematics Series)

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Format: Paperback

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Book Overview

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates...

Related Subjects

Math Mathematics Science & Math

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