Probability Theory, an Analytic View

Daniel W. Stroock

ISBN 10: 0521431239 / ISBN 13: 9780521431231

Published by Cambridge University Press January 1994, 1994

About this Item

used hardcover in a dust jacket. jacket is slightly worn about the edges, but with no tears and not price clipped. previous owners name on front past down. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws. Seller Inventory # 1286347

Bibliographic Details

Title: Probability Theory, an Analytic View

Publisher: Cambridge University Press January 1994

Publication Date: 1994

Binding: Hardcover

Condition: VG

Dust Jacket Condition: Very Good

About this title

Synopsis:

This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergraduate probability and a reasonably sophisticated introduction to modern analysis who now want to learn what these two topics have to say about each other. By modern standards the topics treated here are classical and the techniques used far-ranging. No attempt has been made to present the subject as a monolithic structure resting on a few basic principles. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. The introduction of conditional expectation values is postponed until the second part of the book where it is applied to the study of martingales. This section also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory.

Book Description:

This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of undergraduate probability and a reasonably sophisticated introduction to modern analysis who now want to learn what these two topics have to say about each other. It will also be a valuable reference for those in fields as diverse as physics, engineering, and economics.