| A Graduate Course in Probability Contributor(s): Tucker, Howard G. (Author) |
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ISBN: 0486493032 ISBN-13: 9780486493039 Publisher: Dover Publications OUR PRICE: $15.26 Product Type: Paperback - Other Formats Published: February 2014 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General |
| Dewey: 519.2 |
| LCCN: 2013028059 |
| Series: Dover Books on Mathematics |
| Physical Information: 0.6" H x 6" W x 8.9" (0.85 lbs) 288 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: Suitable for a graduate course in analytic probability theory, this text requires no previous knowledge of probability and only a limited background in real analysis. In addition to providing instruction for graduate students in mathematics and mathematical statistics, the book features detailed proofs that offer direct access to the basic theorems of probability theory for mathematicians of all interests. The treatment strikes a balance between measure-theoretic aspects of probability and distribution aspects, presenting some of the basic theorems of analytic probability theory in a cohesive manner. Statements are rendered as simply as possible in order to make them easy to remember and to demonstrate the essential idea behind each proof. Topics include probability spaces and distributions, stochastic independence, basic limiting operations, strong limit theorems for independent random variables, the central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes, particularly Brownian motion. Each section concludes with problems that reinforce the preceding material. |