000 02281nam a22002297a 4500
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008 240627b |||||||| |||| 00| 0 eng d
020 _a9781944660680
040 _cIGNOU Library
041 _aEnglish
082 _a519.2 N542G
100 _aNicolaescu, Liviu I.
_eauthor.
_920026
245 _aA Graduate course in probability /
_cLiviu I. Nicolaescu
260 _aSingapore :
_bWorld Scientific,
_c2023.
300 _axvi, 541p
500 _aGifted by NBHM through School of Science, IGNOU
505 _a1. Foundations 2. Limit Theorems 3. Martingales 4. Markov Chains 5. Elements of Ergodic Theory
520 _aThis book grew out of the notes for a one-semester basic graduate course in probability. As the title suggests, it is meant to be an introduction to probability and could serve as textbook for a year long text for a basic graduate course. It assumes some familiarity with measure theory and integration so in this book we emphasize only those aspects of measure theory that have special probabilistic uses. The book covers the topics that are part of the culture of an aspiring probabilist and it is guided by the author's personal belief that probability was and is a theory driven by examples. The examples form the main attraction of this subject. For this reason, a large book is devoted to an eclectic collection of examples, from classical to modern, from mainstream to "exotic". The text is complemented by nearly 200 exercises, quite a few nontrivial, but all meant to enhance comprehension and enlarge the reader's horizons. While teaching probability both at undergraduate and graduate level the author discovered the revealing power of simulations. For this reason, the book contains a veiled invitation to the reader to familiarize with the programing language R. In the appendix, there are a few of the most frequently used operations and the text is sprinkled with (less than optimal) R codes. Nowadays one can do on a laptop simulations and computations we could only dream as an undergraduate in the past. This is a book written by a probability outsider. That brings along a bit of freshness together with certain "naiveties".
650 _aProbabilities
_vTextbooks.
_920027
942 _2ddc
_cMP
999 _c199606
_d199606