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Probability Theory - (Universitext) 3rd Edition by Achim Klenke (Paperback)

Probability Theory - (Universitext) 3rd Edition by  Achim Klenke (Paperback) - 1 of 1
$69.99 when purchased online
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About this item

Highlights

  • About the Author: Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany.
  • 716 Pages
  • Mathematics, Mathematical Analysis
  • Series Name: Universitext

Description



From the Back Cover



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 variables
  • martingales
  • percolation
  • Markov chains and electrical networks
  • construction of stochastic processes
  • Poisson point process and infinite divisibility
  • large deviation principles and statistical physics
  • Brownian motion
  • stochastic 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.



About the Author



Achim Klenke is a professor at the Johannes Gutenberg University in Mainz, Germany. He is known for his work on interacting particle systems, stochastic analysis, and branching processes, in particular for his pioneering work with Leonid Mytnik on infinite rate mutually catalytic branching processes.
Dimensions (Overall): 9.21 Inches (H) x 6.14 Inches (W) x 1.46 Inches (D)
Weight: 2.22 Pounds
Suggested Age: 22 Years and Up
Number of Pages: 716
Genre: Mathematics
Sub-Genre: Mathematical Analysis
Series Title: Universitext
Publisher: Springer
Format: Paperback
Author: Achim Klenke
Language: English
Street Date: October 31, 2020
TCIN: 1005878912
UPC: 9783030564018
Item Number (DPCI): 247-37-7712
Origin: Made in the USA or Imported

Shipping details

Estimated ship dimensions: 1.46 inches length x 6.14 inches width x 9.21 inches height
Estimated ship weight: 2.22 pounds
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