Modern Discrete Probability: An Essential Toolkit (Hardocver)
暫譯: 現代離散機率:必備工具包(精裝版)

Roch, Sébastien

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商品描述

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.

商品描述(中文翻譯)

本書提供了離散機率及其應用的研究生級介紹,發展了一套分析圖形、其他隨機離散結構和演算法的基本技術工具。涵蓋的主題包括第一和第二矩方法、集中不等式、耦合與隨機主導、馬丁蓮(martingales)與潛能理論、譜方法以及分支過程。每一章節擴展了一種基本技術,概述其常見用途,並在簡單範例及更具代表性的經典結果中展示其應用。重點主要放在非漸近方法和結果上。所有章節均提供詳細的背景回顧部分,並附有練習題和指引以便於進一步文獻的查閱。讀者需具備本科級的線性代數和基本實分析知識,建議具備研究生級的機率基礎。本書對於離散機率的廣泛概述是非常必要的,既可作為教科書,也可作為數學、統計學、數據科學、計算機科學及工程領域研究者的參考資料。