Probability Theory (Paperback)
Language: English
Published by American Mathematical Society, Providence, 2001
- Softcover
- New
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
AbeBooks seller since June 22, 2007
Condition: New
£ 54.46
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Paperback. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…
Seller Inventory # 9780821828526
- Title
- Probability Theory (Paperback)
- Author
- S.R.S Varadhan
- Publisher
- American Mathematical Society, Providence
- Publication year
- 2001
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0821828525
- ISBN 13
- 9780821828526
"Synopsis" may belong to another edition of this title.
AussieBookSeller
Truganina, VIC, Australia
AbeBooks seller since June 22, 2007
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