Mathematics of probability / Daniel W. Stroock
Material type:
TextSeries: Graduate Studies in Mathematics ; Volume 149.Publication details: Rhode Island American Mathematical Society 2013Description: 284 pISBN: - 9781470454708
- 519.2 STR-D
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BITS Pilani Hyderabad | 510 | General Stack (For lending) | 519.2 STR-D (Browse shelf(Opens below)) | Available | 42523 |
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| 519.2 STA-H Probability and random processes with applications to signal processing / | 519.2 STA-H Probability and random processes with applications to signal processing / | 519.2 STR-D Probability theory : an analytic view / | 519.2 STR-D Mathematics of probability / | 519.2 SUH-Y Probability and statistics by example / | 519.2 TIJ-H Understanding probability : chance rules in everyday life / | 519.2 TIJ-H Probability : |
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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