Providing a graduate-level introduction to discrete probability and
its applications, this book develops a toolkit of essential techniques
for analysing stochastic processes on graphs, other random discrete
structures, and algorithms. Topics covered include the first and
second moment methods, concentration inequalities, coupling and
stochastic domination, martingales and potential theory, spectral
methods, and branching processes. Each chapter expands on a
fundamental technique, outlining common uses and showing them in
action on simple examples and more substantial classical results. The
focus is predominantly on non-asymptotic methods and results. All
chapters provide a detailed background review section, plus exercises
and signposts to the wider literature. Readers are assumed to have
undergraduate-level linear algebra and basic real analysis, while
prior exposure to graduate-level probability is recommended. This
much-needed broad overview of discrete probability could serve as a
textbook or as a reference for researchers in mathematics, statistics,
data science, computer science and engineering.
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An Essential Toolkit
Produktdetaljer
ISBN
9781009305136
Publisert
2024
Utgave
1. utgave
Utgiver
Cambridge University Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter