Probability

By: Khoshnevisan, DavarMaterial type: TextTextSeries: 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 online
Contents:
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
Summary: "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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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."