Probability by Henry Mckean

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Probability by Henry Mckean

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Summary

Probability theory is explained here by one of its leading authorities. McKean constructs a clear path through the subject and sheds light on a variety of interesting topics in which probability theory plays a key role. Anyone who wants to learn or use probability will benefit from reading this book.

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Probability by Henry Mckean

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.

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'… packs a great deal of material into a moderate-sized book, starting with a synopsis of measure theory and ending with a taste of current research into random matrices and number theoryThe book ranges more widely than the title might suggest … There are numerous exercises sprinkled throughout the book. Most of these are exhortations to fill in details left out of the main discussion or illustrative examples. The exercises are a natural part of the book, unlike the exercises in so many books that were apparently grafted on after-the-fact at a publisher's insistence. McKean has worked in probability and related areas since obtaining his PhD under William Feller in 1955. His book contains invaluable insights from a long career.' John D. Cook, MAA Reviews
'The scope is wide, not restricted to 'elementary facts' only. There is an abundance of pretty details … This book is highly recommendable …' Jorma K. Merikoski, International Statistical Review
Henry McKean is a professor in the Courant Institute of Mathematical Sciences at New York University. He is a fellow of the American Mathematical Society and in 2007 he received the Leroy P. Steele Prize for his life's work.
SKU Unavailable
ISBN 13 9781107053212
ISBN 10 1107053218
Title Probability
Author Henry Mckean
Condition Unavailable
Binding Type Hardback
Publisher Cambridge University Press
Year published 2014-11-27
Number of pages 488
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable