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Author:   Rabi Bhattacharya ,  Edward C. Waymire
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   2nd ed. 2016
Dimensions:   Width: 15.50cm , Height: 1.70cm , Length: 23.50cm
Weight:   4.277kg
ISBN:  

9783319479729

ISBN 10:   3319479725
Pages:   265
Publication Date:   21 February 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.
Language:   English

Table of Contents

Preface to Second Edition.- Preface to First Edition.- I. Random Maps, Distribution, and Mathematical Expectation.- II. Independence, Conditional Expectation.- III. Martingales and Stopping Times.- IV. Classical Central Limit Theorems.- V. Classical Zero-One Laws, Laws of Large Numbers and Large Deviations.- VI. Fourier Series, Fourier Transform, and Characteristic Functions.- VII. Weak Convergence of Probability Measures on Metric Spaces.- VIII. Random Series of Independent Summands.- IX. Kolmogorov's Extension Theorem and Brownian Motion.- X. Brownian Motion: The LIL and Some Fine-Scale Properties.- XI. Strong Markov Property, Skorokhod Embedding and Donsker's Invariance Principle.- XII. A Historical Note on Brownian Motion.- XIII. Some Elements of the Theory of Markov Processes and their Convergence to Equilibrium.- A. Measure and Integration.- B. Topology and Function Spaces.- C. Hilbert Spaces and Applications in Measure Theory.- References.- Symbol Index.- Subject Index.

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Author Information

Rabi Bhattacharya, PhD, has held regular faculty positions at UC Berkeley; Indiana University; and the University of Arizona. He is a Fellow of the Institute of Mathematical Statistics and a recipient of the U.S. Senior Scientist Humboldt Award and of a Guggenheim Fellowship. He has served on editorial boards of many international journals and has published several research monographs and graduate texts on probability and statistics. Edward C. Waymire, PhD, is Professor of Mathematics at Oregon State University. He received a PhD in mathematics from the University of Arizona in the theory of interacting particle systems. His primary research concerns applications of probability and stochastic processes to problems of contemporary applied mathematics pertaining to various types of flows, dispersion, and random disorder. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.

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