Mathematics of Probability (Graduate Studies in Mathematics) - Hardcover

Book 123 of 190: Graduate Studies in Mathematics

Stroock, Daniel W.

 
9781470409074: Mathematics of Probability (Graduate Studies in Mathematics)
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.

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About the Author

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

"About this title" may belong to another edition of this title.

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