Probability
Material type: TextSeries: Graduate studies in mathematics: Volume 80Publication details: Rhode Island American Mathematical Society 2007Edition: Indian editionDescription: xvi, 224 pISBN: 9780821891810Subject(s): Lehrbuch | Probability | MathematicsLOC classification: QA273.K488Online resources: Click here to access onlineItem type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|---|
Book | ICTS | Mathematics | Rack No 5 | QA273.K488 (Browse shelf (Opens below)) | Available | 02601 |
1. Classical probability;
2. Bernoulli trials;
3. Measure theory;
4. Integration;
5. Product spaces;
6. Independence;
7. The central limit theorem;
8. Martingales;
9. Brownian motion;
10. Terminus : stochastic integration
"This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones."
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