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Mathematics of Probability
Daniel W. Stroock
€ 156.05
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Description for Mathematics of Probability
Series: Graduate Studies in Mathematics. Num Pages: 284 pages, illustrations. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 258 x 184 x 20. Weight in Grams: 678.
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.
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.
Product Details
Publication date
2013
Publisher
American Mathematical Society United States
Number of pages
284
Condition
New
Series
Graduate Studies in Mathematics
Number of Pages
284
Format
Hardback
Place of Publication
Providence, United States
ISBN
9781470409074
SKU
V9781470409074
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Daniel W. Stroock
Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA
Reviews for Mathematics of Probability
... I regard this book highly, and I recommend it for course use as well as for independent study." - MAA Reviews "This book is a very thorough advanced undergraduate/beginning graduate course on probability theory for students who have a good background in modern mathematical ideas. ... [W]hat distinguishes this book from its many competitors is the thoroughness of ... Read more