Probability: An Introduction Through Theory And Exercises

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.

"Elegantly written, with obvious appreciation for fine points of higher mathematics…most notable is [the] author's effort to weave classical probability theory into [a] quantum framework." – The American Mathematical Monthly

Semigroups are very general structures and scientists often come across them in various contexts in science and engineering. In this second edition of Probability Measures on Semigroups, first published in the University Series in Mathematics in 1996, the authors present the theory of weak convergence of convolution products of probability measures on semigroups, the theory of random walks on semigroups, and their applications to products of random matrices. They examine the essentials of abstract semigroup theory and its application to concrete semigroups of matrices.