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(Ebook) Mathematics of Probability by Daniel W. Stroock ISBN 9781470409074, 1470409070

  • SKU: EBN-4589620
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Authors:Daniel W. Stroock
Year:2013
Editon:1st
Publisher:American Mathematical Society
Language:english
File Size:15.04 MB
Format:pdf
ISBNS:9781470409074, 1470409070
Categories: Ebooks

Product desciption

(Ebook) Mathematics of Probability by Daniel W. Stroock ISBN 9781470409074, 1470409070

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.Readership: Graduate students and researchers interested in probability.
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