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Synopsis
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.
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- PublisherAmer Mathematical Society
- Publication date2001
- ISBN 10 0821828525
- ISBN 13 9780821828526
- BindingPaperback
- LanguageEnglish
- Number of pages167
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Probability Theory (Courant Lecture Notes)
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Probability Theory (Courant Lecture Notes)
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Probability Theory (Courant Lecture Notes)
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Probility Theory
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Probability Theory. (Lecture Notes in Mathematics, Vol. 7)
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Probility Theory
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Probability Theory (Courant Lecture Notes)
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Probability Theory
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Probability Theory
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