Probability Theory

Name: Probability Theory
Availability: OutOfStock
ISBN: 9780821828526

ISBN-10: 0821828525

ISBN-13: 9780821828526

Edition: 2001

Authors: S. R. S. Varadhan

List price: $30.00

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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…

Book details

List price: $30.00
Copyright year: 2001
Publisher: American Mathematical Society
Publication date: 9/30/2001
Binding: Paperback
Pages: 167
Size: 7.25" wide x 10.25" long x 0.50" tall
Weight: 0.682
Language: English



Measure theory Weak convergence Independent sums Dependent random variables Martingales


Stationary stochastic processes Dynamic programming and filtering


Bibliography


Index