Items related to Probability Theory (Courant Lecture Notes)
Synopsis
S. R. S. Varadhan is recognized as a top expert in probability theory. This volume presents topics in probability theory covered during a first-year graduate course given by Varadhan at the Courant Institute of Mathematical Sciences. 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.
In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables.
The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains.
Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.
Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
"synopsis" may belong to another edition of this title.
Search results for Probability Theory (Courant Lecture Notes)
Stock Image
Probability Theory (Courant Lecture Notes)
Published by
Amer Mathematical Society (edition ), 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
Used
Paperback
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Seller Inventory # 0821828525-8-1
Quantity: 1 available
Stock Image
Probability Theory (Courant Lecture Notes)
Published by
Amer Mathematical Society, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
Used
Paperback
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_418839015
Quantity: 1 available
Seller Image
Probility Theory
Published by
Amer Mathematical Society, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
New
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 6021101-n
Quantity: 4 available
Seller Image
Probability Theory
Published by
American Mathematical Society, US, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
New
Paperback
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. 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. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. Seller Inventory # LU-9780821828526
Quantity: 2 available
Stock Image
PROBABILITY THEORY (eng)
Published by
Amer Mathematical Society, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
New
Softcover
Seller: Brook Bookstore On Demand, Napoli, NA, Italy
Seller rating 5 out of 5 stars
Condition: new. Seller Inventory # 4e3d59776a19d249abd6a70f8429cdf9
Quantity: 3 available
Seller Image
Probility Theory
Published by
Amer Mathematical Society, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
Used
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 6021101
Quantity: 4 available
Seller Image
Probability Theory. (Lecture Notes in Mathematics, Vol. 7)
Published by
Courant Institute of Mathematical Sciences, Rhode Island, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
Used
Softcover
First Edition
Seller: Nicoline Thieme, Leipzig, Germany
Seller rating 4 out of 5 stars
Condition: Befriedigend. 1. Aufl.;. 4° 167 pages; Orig.-Broschur; 330g; [Englisch]; Ecken leicht geknickt 1. Auflage; [lgr=T] _ x2x_. BUCH. Seller Inventory # 77116
Quantity: 1 available
Stock Image
Probability Theory
Published by
American Mathematical Society, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
New
Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. 2001. Paperback. 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 all the standard topics. Series: Courant Lecture Notes. Num Pages: 167 pages, bibliography, index. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 252 x 177 x 10. Weight in Grams: 326. . . . . . Seller Inventory # V9780821828526
Quantity: 1 available
Stock Image
Probability Theory (Courant Lecture Notes)
Published by
Amer Mathematical Society, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
New
Paperback
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 167 pages. 10.25x7.25x0.50 inches. In Stock. Seller Inventory # __0821828525
Quantity: 1 available
Stock Image
Probability Theory
Published by
American Mathematical Society, 2001
ISBN 10: 0821828525
ISBN 13: 9780821828526
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. vii + 167 Illus. Seller Inventory # 7660961
Quantity: 3 available