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This textbook offers a complete one-semester course in probability, covering the essential topics necessary for further study in the areas of probability and statistics. The book …
This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and …
This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space. The focus is on the ergodic properties of such chains, i.e., on their …
Groups and Symmetries: From Finite Groups to Lie Groups presents an introduction to the theory of group representations and its applications in quantum mechanics. Accessible to …
This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.Probability plays an increasingly important role …
This textbook offers a unique learning-by-doing introduction to the modern theory of partial differential equations.Through 65 fully solved problems, the book offers readers a fast …
This graduate textbook provides a detailed introduction to the probabilistic interpretation of nonlinear potential theory, relying on the recently introduced notion of tug-of-war …
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity …
The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random …
This book gives a concise presentation of the mathematical foundations of Game Theory, with an emphasis on strategic analysis linked to information and dynamics. It is largely …