Probability Theory: A Foundational Course (Hindustan Book Agency): 63 (Texts and Readings in Mathematics) - Hardcover

Book 21 of 33: Texts and Readings in Mathematics

Pakshirajan, R. P.

 
9789380250441: Probability Theory: A Foundational Course (Hindustan Book Agency): 63 (Texts and Readings in Mathematics)
Hardcover
ISBN 10: 9380250444 ISBN 13: 9789380250441
Publisher: Hindustan Book Agency, 2013

Synopsis

This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics analysed in the book include supports of probability measures, zero-one laws in product measure spaces, Erdös-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains.

This book is offered as a text book for students pursuing graduate programs in Mathematics and or Statistics. The book aims to help the teacher present the theory with ease, and to help the student sustain his interest and joy in learning the subject.

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

Publisher
Hindustan Book Agency
Publication date
2013
Language
English
ISBN 10 
9380250444
ISBN 13 
9789380250441
Binding
Hardcover
Number of pages
564