Probability theory: A Foundational Course (Texts and Readings in Mathematics) - Hardcover

Pakshirajan, R.P

Hardcover

ISBN 10: 9380250444 ISBN 13: 9789380250441

Publisher: Hindustan Book Agency, 2013

Synopsis

This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics analysed in the book include supports of probability measures, zero-one laws in product measure spaces, Erdos-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains. This book is offered as a text book for students pursuing graduate programs in Mathematics and or Statistics. The book aims to help the teacher present the theory with ease, and to help the student sustain his interest and joy in learning the subject.

Edition details

• Publisher: Hindustan Book Agency
• Publication date: 2013
• Language: English
• ISBN 10: 9380250444
• ISBN 13: 9789380250441
• Binding: Hardcover
• Number of pages: 564