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Synopsis
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 Author
Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA
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Mathematics of Probability
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Amer Mathematical Society, 2013
ISBN 10: 1470409070
ISBN 13: 9781470409074
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Mathematics of Probability
Published by
Amer Mathematical Society, 2013
ISBN 10: 1470409070
ISBN 13: 9781470409074
New
Hardcover
Seller: Revaluation Books, Exeter, United Kingdom
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Hardcover. Condition: Brand New. 284 pages. 10.20x7.00x0.80 inches. In Stock. Seller Inventory # 1470409070
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Mathematics of Probability
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ISBN 10: 1470409070
ISBN 13: 9781470409074
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Mathematics of Probability
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American Mathematical Society, 2013
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Mathematics of Probability
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Mathematics of Probability
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Mathematics of Probability
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Mathematics of Probability
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Mathematics of Probability
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Mathematics of Probability
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ISBN 10: 1470409070
ISBN 13: 9781470409074
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Hardback. Condition: New. 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. Seller Inventory # LU-9781470409074
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