Chaumont L., Yor M. — Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics)
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Название: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics)
Авторы: Chaumont L., Yor M.
Аннотация:
This set of solved problems involves measure theory and probability and the level of difficulty is that of the Ph. D. student. The problems delve deeply into the theory of probability, independence, Gaussian variables, distributed computations and random processes. There are approximately 100 problems and nearly complete solutions to all of them are included. There is a statement on the back cover that many of the problems can lead the student on to research topics in probability and I fully agree with that.
The chapter headings are:
*) Measure theory and probability
*) Independence and conditioning
*) Gaussian variables
*) Distributional computations
*) Convergence of random variables
*) Random processes
This is an excellent self-study guide for the student that wants problems that will push them to the very edge of research in probability.
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