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Mathematics of Probability

Language EnglishEnglish
Book Hardback
Book Mathematics of Probability Daniel W Stroock
Libristo code: 02140460
Publishers American Mathematical Society, May 2014
This book covers the basics of modern probability theory. It begins with probability theory on finit... Full description
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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.

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About the book

Full name Mathematics of Probability
Author Daniel W Stroock
Language English
Binding Book - Hardback
Date of issue 2014
Number of pages 284
EAN 9781470409074
ISBN 1470409070
Libristo code 02140460
Publishers American Mathematical Society
Weight 678
Dimensions 184 x 258 x 20

Categories

Mathematics & Science > Mathematics > Probability & statistics
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