Synopsis
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for self-study. This new edition contains substantial revisions and updated references. The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures. Proofs for a number of some important results which were merely stated in the first edition have been added. The author included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables.
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Review
About the First English Edition:
It is clear that this book contains important and interesting results obtained through a long time period, beginning with the classical Bernoulli's law of large numbers, and ending with very recent results concerning convergence of martingales and absolute continuity of probability measures. Let us note especially that the great number of ideas, notions and statements in the book are well-motivated, explained in detail and illustrated by suitably chosen examples and a large number of exercises. Thus, the present book is a synthesis of all significant classical ideas and results, and many of the major achievements of modern probability theory. In the whole it is a welcome addition to mathematical literature and can become an indispensable textbook for courses in stochastics.
- J. Stoyanov, Zentralblatt
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Probability (Graduate Texts in Mathematics)
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Probability. Graduate Texts in Mathematics, 95.
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PROBABILITY
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Springer-Verlag, New York, 1984
ISBN 10: 0387908986
ISBN 13: 9780387908984
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Hardcover. Condition: VG-. 577 pages in very good, clean condition. Previous owner's name on fep. Yellow/white hardcovers with black titles. Corners and spine a little frayed. Covers lightly soiled. VG-. Book. Seller Inventory # 212136
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Probability (Graduate Texts in Mathematics)
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