Probability Theory: An Advanced Course (Universitext)

Borkar, Vivek S.

ISBN 10: 038794558X / ISBN 13: 9780387945583

Published by Springer, 1995

About this Item

Seller Inventory # ABLIING23Feb2215580174127

Bibliographic Details

• Title: Probability Theory: An Advanced Course (Universitext)
• Publisher: Springer
• Publication Date: 1995
• Language: English
• ISBN 10: 038794558X
• ISBN 13: 9780387945583
• Binding: Soft cover
• Condition: New

About this title

Synopsis

This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison­ Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.

From the Back Cover

This book is an advanced text on probability theory. By presupposing the background of a standard first course in real analysis and a 'soft' course in probability theory, it gives a compact treatment of several key topics in probability, selected on the basis of their importance in forming the foundations of the modern theory of stochastic processes.