Probability: the classical limit theorems
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...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cambridge
Cambridge University Press
2014
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Schlagworte: | |
Online-Zugang: | BSB01 FHN01 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
Beschreibung: | 1 online resource (xxi, 464 pages) |
ISBN: | 9781107282032 |
DOI: | 10.1017/CBO9781107282032 |
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Datensatz im Suchindex
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author | McKean, Henry P. 1930- |
author_facet | McKean, Henry P. 1930- |
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author_sort | McKean, Henry P. 1930- |
author_variant | h p m hp hpm |
building | Verbundindex |
bvnumber | BV043942715 |
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dewey-full | 519.2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1017/CBO9781107282032 |
format | Electronic eBook |
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indexdate | 2024-07-10T07:39:18Z |
institution | BVB |
isbn | 9781107282032 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029351685 |
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physical | 1 online resource (xxi, 464 pages) |
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publishDate | 2014 |
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spelling | McKean, Henry P. 1930- Verfasser aut Probability the classical limit theorems Henry Mckean, New York University Cambridge Cambridge University Press 2014 1 online resource (xxi, 464 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Limit theorems (Probability theory) Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s Grenzwertsatz (DE-588)4158163-5 s 1\p DE-604 Erscheint auch als Druckausgabe 978-1-107-05321-2 Erscheint auch als Druckausgabe 978-1-107-62827-4 https://doi.org/10.1017/CBO9781107282032 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | McKean, Henry P. 1930- Probability the classical limit theorems Limit theorems (Probability theory) Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
subject_GND | (DE-588)4064324-4 (DE-588)4158163-5 |
title | Probability the classical limit theorems |
title_auth | Probability the classical limit theorems |
title_exact_search | Probability the classical limit theorems |
title_full | Probability the classical limit theorems Henry Mckean, New York University |
title_fullStr | Probability the classical limit theorems Henry Mckean, New York University |
title_full_unstemmed | Probability the classical limit theorems Henry Mckean, New York University |
title_short | Probability |
title_sort | probability the classical limit theorems |
title_sub | the classical limit theorems |
topic | Limit theorems (Probability theory) Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
topic_facet | Limit theorems (Probability theory) Wahrscheinlichkeitsrechnung Grenzwertsatz |
url | https://doi.org/10.1017/CBO9781107282032 |
work_keys_str_mv | AT mckeanhenryp probabilitytheclassicallimittheorems |