An Introduction to Probability and Stochastic Processes (Springer Texts in Statistics)

Berger, Marc A.

ISBN 10: 0387977848 / ISBN 13: 9780387977843

Published by Springer, 1992

About this Item

Very good hardcover with minor wear. PO name inside back board. Pages are clean and unmarked.

Seller Inventory # MML2481

Bibliographic Details

• Title: An Introduction to Probability and Stochastic Processes (Springer Texts in Statistics)
• Publisher: Springer
• Publication Date: 1992
• Language: English
• ISBN 10: 0387977848
• ISBN 13: 9780387977843
• Binding: Hardcover
• Condition: Very Good
• Dimensions: 16.51W x 24.77H x 1.91D centimeters 16.51 centimeters width by 24.77 centimeters height by 1.91 centimeters depth
• Weight: 499 grams
• Book Type: book

About this title

Synopsis

These notes were written as a result of my having taught a "nonmeasure theoretic" course in probability and stochastic processes a few times at the Weizmann Institute in Israel. I have tried to follow two principles. The first is to prove things "probabilistically" whenever possible without recourse to other branches of mathematics and in a notation that is as "probabilistic" as possible. Thus, for example, the asymptotics of pn for large n, where P is a stochastic matrix, is developed in Section V by using passage probabilities and hitting times rather than, say, pulling in Perron­ Frobenius theory or spectral analysis. Similarly in Section II the joint normal distribution is studied through conditional expectation rather than quadratic forms. The second principle I have tried to follow is to only prove results in their simple forms and to try to eliminate any minor technical com­ putations from proofs, so as to expose the most important steps. Steps in proofs or derivations that involve algebra or basic calculus are not shown; only steps involving, say, the use of independence or a dominated convergence argument or an assumptjon in a theorem are displayed. For example, in proving inversion formulas for characteristic functions I omit steps involving evaluation of basic trigonometric integrals and display details only where use is made of Fubini's Theorem or the Dominated Convergence Theorem.