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Synopsis
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given. The first part of the book deals with independent random variables, Central Limit phenomena, and the construction of Levy processes, including Brownian motion. Conditioning is developed and applied to discrete parameter martingales in Chapter 5, Chapter 6 contains the ergodic theorem and Burkholder's inequality, and continuous parameter martingales are discussed in Chapter 7. Chapter 8 is devoted to Gaussian measures on a Banach space, where they are treated from the abstract Wiener space perspective. The abstract theory of weak convergence is developed in Chapter 9, which ends with a proof of Donsker's Invariance Principle. The concluding two chapters contain applications of Brownian motion to the analysis of partial differential equations and potential theory.
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Book Description
This second edition of Daniel W. Stroock's classic probability theory textbook is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability. It includes more than 750 exercises and revised material on the treatment of Levy processes and a detailed account of Gaussian measures on a Banach space.
About the Author
Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Partial Differential Equations for Probabilists (2008).
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- PublisherCambridge University Press
- Publication date2011
- ISBN 10 0521132509
- ISBN 13 9780521132503
- BindingPaperback
- LanguageEnglish
- Edition number2
- Number of pages548
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Probability Theory: An Analytic View, 2nd
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ISBN 10: 0521132509
ISBN 13: 9780521132503
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Probability Theory: An Analytic View, 2nd edition
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U.S.A.: Cambridge University Press, 2010
ISBN 10: 0521132509
ISBN 13: 9780521132503
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Soft cover. Condition: New. Dust Jacket Condition: New. 2nd Edition, International Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Seller Inventory # ABE-1469742396939
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Probability Theory: An Analytic View
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Probability Theory: An Analytic View
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Probability Theory
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Probability Theory
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Probability Theory
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Probability Theory: An Analytic View
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Probability Theory: An Analytic View
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Probability Theory: An Analytic View
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ISBN 10: 0521132509
ISBN 13: 9780521132503
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