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Stochastics (eBook, PDF) - Georgii, Hans-Otto
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This textbook, now in its second revised and extended edition, presents the fundamental ideas and results of both probability theory and statistics. It comprises the material of a one-year course, which is addressed to students of mathematics and to scientists with an interest in the mathematical side of stochastics. The stochastic concepts, models and methods are motivated by examples and then developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of…mehr

Produktbeschreibung


This textbook, now in its second revised and extended edition, presents the fundamental ideas and results of both probability theory and statistics. It comprises the material of a one-year course, which is addressed to students of mathematics and to scientists with an interest in the mathematical side of stochastics.
The stochastic concepts, models and methods are motivated by examples and then developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of problems, now in part with solutions, offer applications and supplements to the text.

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Autorenporträt


Hans-Otto Georgii, Ludwig-Maximilians-Universität Munich, Germany.

Rezensionen
"The book can be used by undergraduate mathematics majors but also by science and engeneering students who wish not only to apply probability and statistics but also to understand how the methods work."
Vladimir P. Kurenok in: Mathematical Reviews 2009b

"The book is well-written and mathematically oriented students and researchers will certainly find that it provides a high level introduction to probability theory and mathematical statistics."
In: EMS Newsletter 9/2008