A Graduate Course in Probability (Record no. 60038)

000 -LEADER
fixed length control field 02236nam a22002297a 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240222b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781944660680 (PB)
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER
Universal Decimal Classification number 519.21
Item number NIC
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Nicolaescu, Liviu I.
245 ## - TITLE STATEMENT
Title A Graduate Course in Probability
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Singapore
Name of publisher World Scientific
Year of publication 2023
300 ## - PHYSICAL DESCRIPTION
Number of Pages xvi, 541p.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Foundations<br/>2. Limit Theorems<br/>3. Martingales<br/>4. Markov Chains<br/>5. Elements of Ergodic Theory
520 ## - SUMMARY, ETC.
Summary, etc This book grew out of the notes for a one-semester basic graduate course in probability. As the title suggests, it is meant to be an introduction to probability and could serve as textbook for a year long text for a basic graduate course. It assumes some familiarity with measure theory and integration so in this book we emphasize only those aspects of measure theory that have special probabilistic uses. <br/><br/>The book covers the topics that are part of the culture of an aspiring probabilist and it is guided by the author's personal belief that probability was and is a theory driven by examples. The examples form the main attraction of this subject. For this reason, a large book is devoted to an eclectic collection of examples, from classical to modern, from mainstream to "exotic". The text is complemented by nearly 200 exercises, quite a few nontrivial, but all meant to enhance comprehension and enlarge the reader's horizons. <br/><br/>While teaching probability both at undergraduate and graduate level the author discovered the revealing power of simulations. For this reason, the book contains a veiled invitation to the reader to familiarize with the programing language R. In the appendix, there are a few of the most frequently used operations and the text is sprinkled with (less than optimal) R codes. Nowadays one can do on a laptop simulations and computations we could only dream as an undergraduate in the past. This is a book written by a probability outsider. That brings along a bit of freshness together with certain "naiveties".
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Conditional expectation
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Asymptotic behavior
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Concentration inequalities
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Gamma function
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element Mathematics
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type BOOKS
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Shelving location Full call number Accession Number Copy number Koha item type Owner (If the Item is Gratis)
        IMSc Library IMSc Library First Floor, Rack No: 35, Shelf No: 26 519.21 NIC 77513 1 BOOKS NBHM through KNR
        IMSc Library IMSc Library Multiple Copies Section 519.21 NIC 77529 2 BOOKS NBHM through R. Balasubramanian
The Institute of Mathematical Sciences, Chennai, India

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