MARC details
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02336nam a22002777a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
IIITD |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20250429093051.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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250427b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783031142079 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
IIITD |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
515.42 |
| Item number |
LEG-M |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Le Gall, Jean-Francois |
| 245 ## - TITLE STATEMENT |
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| Title |
Measure theory, probability, and stochastic processes |
| Statement of responsibility, etc |
by Jean-Francois Le Gall |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Switzerland : |
| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
©2022 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xiv, 406 p. ; |
| Dimensions |
24 cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
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| Title |
Graduate texts in mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Title |
Part 1 : Measure theory |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Title |
Part 2 : Probability theory |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Title |
Part 3 : Stochastic processes |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis. Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selection of illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix. Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory. Students interested in learning more about Brownian motion, and other continuous-time stochastic processes, may continue reading the authors more advanced textbook in the same series (GTM 274). |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probabilities |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stochastic processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Measure theory |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Books |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
