MARC details
000 -LEADER |
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02401nam a2200337 i 4500 |
001 - CONTROL NUMBER |
control field |
CR9780511974243 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
UkCbUP |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20240916200047.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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110404s2011||||enk o ||1 0|eng|d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780511974243 (ebook) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Canceled/invalid ISBN |
9780521761581 (hardback) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Canceled/invalid ISBN |
9780521132503 (paperback) |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
UkCbUP |
Language of cataloging |
eng |
Description conventions |
rda |
Transcribing agency |
UkCbUP |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
QA273 |
Item number |
.S763 2011 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.2 |
Edition number |
22 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Stroock, Daniel W., |
Relator term |
author. |
245 10 - TITLE STATEMENT |
Title |
Probability theory : |
Remainder of title |
an analytic view / |
Statement of responsibility, etc. |
Daniel W. Stroock. |
250 ## - EDITION STATEMENT |
Edition statement |
Second edition. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Cambridge : |
Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
1 online resource (xxi, 527 pages) : |
Other physical details |
digital, PDF file(s). |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
520 ## - SUMMARY, ETC. |
Summary, etc. |
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given. The first part of the book deals with independent random variables, Central Limit phenomena, and the construction of Levy processes, including Brownian motion. Conditioning is developed and applied to discrete parameter martingales in Chapter 5, Chapter 6 contains the ergodic theorem and Burkholder's inequality, and continuous parameter martingales are discussed in Chapter 7. Chapter 8 is devoted to Gaussian measures on a Banach space, where they are treated from the abstract Wiener space perspective. The abstract theory of weak convergence is developed in Chapter 9, which ends with a proof of Donsker's Invariance Principle. The concluding two chapters contain applications of Brownian motion to the analysis of partial differential equations and potential theory. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Probabilities. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Relationship information |
Print version: |
International Standard Book Number |
9780521761581 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://doi.org/10.1017/CBO9780511974243">https://doi.org/10.1017/CBO9780511974243</a> |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
eBooks |