This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as:limit theorems for sums of random variablesmartingalespercolationMarkov chains and electrical networksconstruction of stochastic processesPoisson point process and infinite divisibilitylarge deviation principles and statistical physicsBrownian motionstochastic integrals and stochastic differential equations. The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts.This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.
✔ Author(s): Achim Klenke
✔ Title: Probability Theory: A Comprehensive Course (Universitext)
✔ Rating : 4.5 out of 5 base on (11 reviews)
✔ ISBN-10: 3030564010
✔ Language: English
✔ Format ebook: PDF, EPUB, Kindle, Audio, HTML and MOBI
✔ Device compatibles: Android, iOS, PC and Amazon Kindle
Readers' opinions about Probability Theory by Achim Klenke
Molly Adams
Dive into a captivating mystery where each clue unravels a new layer of intrigue. The author's masterful storytelling keeps you guessing until the final page. Vivid characters and detailed settings bring the story to life. The suspense builds with each chapter, making it impossible to put down. It's a gripping tale that will keep you on the edge of your seat. A must-read for fans of the genre.
Isabella George
Follow the thrilling adventures of an unlikely hero in a world full of danger and intrigue. The author's fast-paced writing and imaginative plot keep you on the edge of your seat. Each character is well-developed, adding depth to the exciting narrative. The twists and turns make for a rollercoaster of emotions. It's an exhilarating read that captures the essence of adventure. Perfect for fans of action-packed stories.
Juliana Sellers
Uncover the secrets of a haunted mansion in this chilling gothic novel. The author's atmospheric writing and suspenseful plot make for a captivating read. Each character's hidden motives and dark pasts add to the tension. The twists and surprises keep you guessing until the very end. It's a haunting and immersive story that you won't want to put down. Perfect for fans of gothic fiction.
