A Graduate Course in Probability (Record no. 60038)
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000 -LEADER | |
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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 |
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) |
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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 |