Mathematics of Probability

Stroock Daniel W.

ISBN 10: 1470409070 / ISBN 13: 9781470409074

Published by American Mathematical Society, 2013

About this Item

pp. 284.

Seller Inventory # 57059207

Bibliographic Details

• Title: Mathematics of Probability
• Publisher: American Mathematical Society
• Publication Date: 2013
• Language: English
• ISBN 10: 1470409070
• ISBN 13: 9781470409074
• Binding: Hardcover
• Condition: New

About this title

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 the Author

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