Author : Sheldon M. Ross
Publisher : Cambridge University Press
ISBN 13 : 1009189239
Total Pages : 192 pages
Book Rating : 4.0/5 (91 download)
Book Synopsis A Second Course in Probability by : Sheldon M. Ross
Download or read book A Second Course in Probability written by Sheldon M. Ross and published by Cambridge University Press. This book was released on 2023-07-31 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by Sheldon Ross and Erol Peköz, this text familiarises you with advanced topics in probability while keeping the mathematical prerequisites to a minimum. Topics covered include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion. No other text covers all these topics rigorously but at such an accessible level - all you need is an undergraduate-level understanding of calculus and probability. New to this edition are sections on the gambler's ruin problem, Stein's method as applied to exponential approximations, and applications of the martingale stopping theorem. Extra end-of-chapter exercises have also been added, with selected solutions available.This is an ideal textbook for students taking an advanced undergraduate or graduate course in probability. It also represents a useful resource for professionals in relevant application domains, from finance to machine learning.