Mathematics of Probability
Stroock, Daniel W.
ISBN 10: 1470409070 ISBN 13: 9781470409074
Published by Amer Mathematical Society, 2013
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Hardcover
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Revaluation Books, Exeter, United Kingdom
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About this Item
Description:
284 pages. 10.20x7.00x0.80 inches. In Stock. Seller Inventory # 1470409070
Synopsis:
This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally, with martingales, both discrete and continuous parameter ones. The book is a self-contained introduction to probability theory and the measure theory required to study it.
About the Author: Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA
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Bibliographic Details
Title: Mathematics of Probability
Publisher: Amer Mathematical Society
Publication Date: 2013
Binding: Hardcover
Condition: Brand New