Mathematics of Probability (Graduate Studies in Mathematics) - Hardcover

Stroock, Daniel W.

Hardcover

ISBN 10: 1470409070 ISBN 13: 9781470409074

Publisher: American Mathematical Society, 2013

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.

About this title

Review:

“...I regard this book highly and I recommend it for course use as well as for independent study.”
-- MAA

About the Author:

Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA

About this edition

• Publisher: American Mathematical Society
• Publication date: 2013
• ISBN 10: 1470409070
• ISBN 13: 9781470409074
• Binding: Hardcover
• Number of pages: 284