Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.

Synopsis:

Rigorous exposition suitable for elementary instruction. Measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas and techniques distinguish this text. Introduction. Biblio

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