Mathematics of Probability

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Mathematics - Probability
Mathematics of Probability

Mathematics of Probability

Name: Mathematics of Probability
ISBN: 9781470409074

Daniel W. Stroock

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Main subject categories: • Probability • Stochastic processes • Measure theory

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.

Kategorien:

Mathematics - Probability

Band:

149

Jahr:

2013

Auflage:

Verlag:

American Mathematical Society [AMS]

Sprache:

english

Seiten: