Gregory F Lawler 
Lectures on Contemporary Probability [PDF ebook] 

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Based on lectures and computer labs held at the IAS/Park City Mathematics Institute, this book presents areas of current research in modern probability that are accessible to undergraduate students. The subjects include: random walks, Brownian motion, card shuffling, spanning trees, and Markov chain Monte Carlo. There are computer simulations for random walks, Markov chains, stochastic differential equations as applied to finance, and other topics.
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格式 PDF ● 网页 99 ● ISBN 9781470421236 ● 出版者 American Mathematical Society ● 发布时间 2015 ● 下载 3 时 ● 货币 EUR ● ID 6613805 ● 复制保护 Adobe DRM
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