Graduate course in probability
Material type: TextPublication details: World Scientific 2023 SingaporeDescription: 541pISBN:- 9781944660680
- 519.2 NIC
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|
Book | Jammu General Stacks | Non-fiction | 519.2 NIC (Browse shelf(Opens below)) | Available | IIMJ-8885 |
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1. Foundations 2. Limit theorems 3. Martingales 4. Markov chains 5. Elements of Ergodic Theory
This book is an introduction to probability, aimed at aspiring probabilists and serving as a textbook for a basic graduate course. It emphasizes measure theory and integration aspects with special probabilistic uses. The book covers topics relevant to an aspiring probabilist's culture and is guided by the author's belief that probability is a theory driven by examples. The book includes an eclectic collection of examples from classical to modern, mainstream to exotic. Nearly 200 exercises are included to enhance comprehension and expand the reader's horizons. The author discovered the power of simulations while teaching probability at both undergraduate and graduate levels, inviting readers to familiarize themselves with the programming language R. The book is written by a probability outsider, bringing a bit of freshness and naiveties.
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