Written in a clear, accessible, and comprehensive manner, the *Handbook of Probability* presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability.

The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introduction, historical background, theory and applications, algorithms, and exercises. The *Handbook of Probability* offers coverage of:

- Probability Space
- Probability Measure
- Random Variables
- Random Vectors in Rn
- Characteristic Function
- Moment Generating Function
- Gaussian Random Vectors
- Convergence Types
- Limit Theorems

The *Handbook of Probability* is an ideal resource for researchers and practitioners in numerous fields, such as mathematics, statistics, operations research, engineering, medicine, and finance, as well as a useful text for graduate students.

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**IONUT FLORESCU, PhD,** is Research Associate Professor of Financial Engineering and Director of the Hanlon Financial Systems Lab at Stevens Institute of Technology. He has published extensively in his areas of research interest, which include stochastic volatility, stochastic partial differential equations, Monte Carlo methods, and numerical methods for stochastic processes.

**CIPRIAN A. TUDOR, PhD,** is Professor of Mathematics at the University of Lille 1, France. His research interests include Brownian motion, limit theorems, statistical inference for stochastic processes, and financial mathematics. He has over eighty scientific publications in various internationally recognized journals on probability theory and statistics. He serves as a referee for over a dozen journals and has spoken at more than thirty-five conferences worldwide.

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Publisher

John Wiley & Sons

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Published on

Oct 28, 2013

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Pages

472

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ISBN

9781118593097

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Language

English

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Genres

Mathematics / Applied

Mathematics / Probability & Statistics / General

Mathematics / Probability & Statistics / Stochastic Processes

Mathematics / Reference

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Content Protection

This content is DRM protected.

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