Probability Theory: An Analytic View
Hardback
Main Details
Title |
Probability Theory: An Analytic View
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Authors and Contributors |
By (author) Daniel W. Stroock
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Physical Properties |
Format:Hardback | Pages:550 | Dimensions(mm): Height 254,Width 178 |
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Category/Genre | Calculus and mathematical analysis Probability and statistics |
ISBN/Barcode |
9780521761581
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Classifications | Dewey:519.2 |
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Audience | Professional & Vocational | |
Edition |
2nd Revised edition
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Illustrations |
Worked examples or Exercises
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Publishing Details |
Publisher |
Cambridge University Press
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Imprint |
Cambridge University Press
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Publication Date |
31 December 2010 |
Publication Country |
United Kingdom
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Description
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.
Author Biography
Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Partial Differential Equations for Probabilists (2008).
Reviews'... uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists. ... We can expect it to take its place alongside the classics of probability theory.' Mathematical Reviews
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