Series: Graduate Studies in Mathematics. Num Pages: 284 pages, illustrations. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 258 x 184 x 20. Weight in Grams: 678. . 2013. Hardcover. . . . . Books ship from the US and Ireland.

Bestandsnummer des Verk�ufers V9781470409074

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Bibliografische Details

Titel: Mathematics of Probability
Verlag: American Mathematical Society
Ver�ffentlichungsdatum: 2013
Sprache: Englisch
ISBN-10: 1470409070
ISBN-13: 9781470409074
Bindung: Hardcover
Zustand: New

�ber diesen Titel

Inhaltsangabe

This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally, with martingales, both discrete and continuous parameter ones. The book is a self-contained introduction to probability theory and the measure theory required to study it.

�ber die Autorin bzw. den Autor

Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA

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