000			03161nam a22004335i 4500
001			978-0-387-87859-1
003			DE-He213
005			20251006084428.0
007			cr nn 008mamaa
008			110218s2011 xxu| s |||| 0|eng d
020			_a9780387878591
020			_a99780387878591
024	7		_a10.1007/978-0-387-87859-1 _2doi
082	0	4	_a519.2 _223
100	1		_aÇinlar, Erhan. _eauthor.
245	1	0	_aProbability and Stochastics _h[electronic resource] / _cby Erhan Çinlar.
264		1	_aNew York, NY : _bSpringer New York, _c2011.
300			_aXIV, 558 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aGraduate Texts in Mathematics, _x0072-5285 ; _v261
505	0		_aPreface -- Measure and Integration -- Probability Spaces -- Convergence -- Conditioning -- Martingales and Stochastics -- Poisson Random Measures -- Levy Processes -- Index -- Bibliography.
520			_aThis text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form.   The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises.    The book is based on the author's lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics.   Erhan Çinlar has received many awards for excellence in teaching, including the President's Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.
650		0	_aMATHEMATICS.
650		0	_aDISTRIBUTION (PROBABILITY THEORY).
650	1	4	_aMATHEMATICS.
650	2	4	_aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
650	2	4	_aMEASURE AND INTEGRATION.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387878584
830		0	_aGraduate Texts in Mathematics, _x0072-5285 ; _v261
856	4	0	_uhttp://dx.doi.org/10.1007/978-0-387-87859-1 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c59351 _d59351