This specific ISBN edition is currently not available.View all copies of this ISBN edition:
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.
"synopsis" may belong to another edition of this title.
“...I regard this book highly and I recommend it for course use as well as for independent study.”
Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA
"About this title" may belong to another edition of this title.
Book Description American Mathematical Society, 2013. Condition: New. book. Seller Inventory # M1470409070
Book Description American Mathematical Society, 2013. Hardcover. Condition: New. Never used!. Seller Inventory # P111470409070
Book Description Amer Mathematical Society, 2013. Hardcover. Condition: Brand New. 284 pages. 10.20x7.00x0.80 inches. In Stock. Seller Inventory # 1470409070
Book Description American Mathematical Society, 2013. Hardcover. Condition: New. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. Buy with confidence, excellent customer service!. Seller Inventory # 1470409070n