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Probability

The Classical Limit Theorems

Language EnglishEnglish
Book Hardback
Book Probability Henry McKean
Libristo code: 02774347
Publishers Cambridge University Press, November 2014
Probability theory has been extraordinarily successful at describing a variety of phenomena, from th... Full description
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Probability theory has been extraordinarily successful at describing a variety of phenomena, from the behaviour of gases to the transmission of messages, and is, besides, a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bell-shaped curve, the law of averages, and so on, concepts that crop up in so many settings they are in some sense universal. This universality is predicted by probability theory to a remarkable degree. This book explains that theory and investigates its ramifications. Assuming a good working knowledge of basic analysis, real and complex, the author maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text.

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About the book

Full name Probability
Author Henry McKean
Language English
Binding Book - Hardback
Date of issue 2014
Number of pages 488
EAN 9781107053212
ISBN 1107053218
Libristo code 02774347
Weight 896
Dimensions 152 x 235 x 30
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