Title: Probability Theory: Third Edition (Dover Books on Mathematics) Loeve, Michel
Publisher: Dover
Publication Date: 2017
Language: English
ISBN 10: 0486814882
ISBN 13: 9780486814889
Binding: Paperback Jul 18, 2017
Edition: 3rd Edition
Condition: Sammlerst�ck; sehr gut

About this title

Synopsis

"Every serious probabilist should, and doubtless will, possess a copy of this important work. Lo�ve is to be complimented on completing his Herculean task at a uniformly high level of elegance." ― Journal of the American Statistical Association
"This is a very scholarly book in the best tradition of analysis. Nothing else of this type exists for the benefit of the serious student of the subject and it is safe to predict that it will remain a standard compendium for many years to come." ― S. Vajda in Zentralblatt f�r Mathematik
In the decades following its 1963 publication, this volume served as the standard advanced text in probability theory. Geared toward graduate students and professionals in the field of probability and statistics, the treatment offers extensive introductory material and is suitable for an undergraduate course in probability theory. The first four chapters cover notions of measure theory plus general concepts and tools of probability theory. Subsequent chapters explore sums of independent random variables, the central limit problem, conditioning, independence and dependence, ergodic theorems, and second order properties. The final two chapters examine foundations, martingales, and decomposability as well as Markov processes.

About the Author

Michel Lo�ve (1907–1979) was born in Jaffa, Israel, and studied advanced mathematics in France. A Holocaust survivor of the Drancy concentration camp, Lo�ve emigrated to the United States and was Professor of Mathematics at Berkeley from 1948, adding the titles of Professor of Statistics in 1955 and Professor Emeritus in 1974.

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