Brownian Motion

Cambridge Series in Statistical and Probabilistic Mathematics #30

Brownian Motion

Peter Mörters , Yuval Peres

还没有评分

Mar 25, 2010 · 英语 · 精装书 (416 页数)

评价这本书

导出书籍日志

书籍详情

格式精装书

页数 416

语言英语

已发布 Mar 25, 2010

出版商 Cambridge University Press

ISBN-10 0521760186

ISBN-13 9780521760188

描述

This comprehensive textbook delves into the intricacies of Brownian motion, providing a thorough exploration of the topic for graduate students in probability. With meticulous detail, it covers a wide range of concepts, from foundational principles to advanced applications, making it an essential resource for anyone seeking a deep understanding of stochastic processes.

The authors, Peter Mörters and Yuval Peres, bring their expertise to the table, presenting the material in a way that is both accessible and rigorous. Their approach not only illustrates the mathematical background necessary for mastering the subject but also illustrates practical examples that underscore its relevance in various fields. The book serves as an invaluable guide for learners who aspire to expand their knowledge in probability and related areas.

相似书籍

Spectral Analysis for Univariate Time Series

Spectral Analysis for Univariate Time Series

Andrew T. Walden

Model-Based Clustering and Classification for Data Science: With Applications in R

Model-Based Clustering and Classification for Data Science: With Applications in R

Charles Bouveyron

Probability

Probability

Rick Durrett

High-Dimensional Statistics: A Non-Asymptotic Viewpoint

High-Dimensional Statistics: A Non-Asymptotic Viewpoint

Martin J. Wainwright

Predictive Statistics: Analysis and Inference Beyond Models

Predictive Statistics: Analysis and Inference Beyond Models

Bertrand S. Clarke

Probability on Trees and Networks

Probability on Trees and Networks

Russell Lyons

Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions

Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions

Tore Schweder

Large Sample Covariance Matrices and High-Dimensional Data Analysis

Large Sample Covariance Matrices and High-Dimensional Data Analysis

Jianfeng Yao

Spectral Analysis for Univariate Time Series

Spectral Analysis for Univariate Time Series

Andrew T. Walden

Model-Based Clustering and Classification for Data Science: With Applications in R

Model-Based Clustering and Classification for Data Science: With Applications in R

Charles Bouveyron

Probability

Probability

Rick Durrett

High-Dimensional Statistics: A Non-Asymptotic Viewpoint

High-Dimensional Statistics: A Non-Asymptotic Viewpoint

Martin J. Wainwright

Predictive Statistics: Analysis and Inference Beyond Models

Predictive Statistics: Analysis and Inference Beyond Models

Bertrand S. Clarke

Probability on Trees and Networks

Probability on Trees and Networks

Russell Lyons

Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions

Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions

Tore Schweder

Large Sample Covariance Matrices and High-Dimensional Data Analysis

Large Sample Covariance Matrices and High-Dimensional Data Analysis

Jianfeng Yao

Nonparametric Estimation Under Shape Constraints: Estimators, Algorithms and Asymptotics

Nonparametric Estimation Under Shape Constraints: Estimators, Algorithms and Asymptotics

Piet Groeneboom

Statistical Principles for the Design of Experiments: Applications to Real Experiments

Statistical Principles for the Design of Experiments: Applications to Real Experiments

R. Mead

Measure Theory and Filtering: Introduction and Applications

Measure Theory and Filtering: Introduction and Applications

Lakhdar Aggoun

Statistical Analysis of Stochastic Processes in Time

Statistical Analysis of Stochastic Processes in Time

J.K. Lindsey

Statistical Mechanics of Disordered Systems: A Mathematical Perspective

Statistical Mechanics of Disordered Systems: A Mathematical Perspective

Anton Bovier

Stochastic Processes

Stochastic Processes

Richard F. Bass

Probability: Theory and Examples

Probability: Theory and Examples

Rick Durrett

Data Analysis and Graphics Using R: An Example-Based Approach

Data Analysis and Graphics Using R: An Example-Based Approach

John Maindonald

Bayesian Nonparametrics

Bayesian Nonparametrics

Nils Lid Hjort

Essentials of Statistical Inference

Essentials of Statistical Inference

G.A. Young

From Finite Sample to Asymptotic Methods in Statistics

From Finite Sample to Asymptotic Methods in Statistics

Pranab K. Sen

Model Selection and Model Averaging

Model Selection and Model Averaging

Gerda Claeskens

评价这本书

导出书籍日志