Course in Probability Theory

Name: Course in Probability Theory
Price: 52.18 USD
Availability: InStock
ISBN: 9780121741518

ISBN-10: 0121741516

ISBN-13: 9780121741518

Edition: 2nd 2001 (Revised)

Authors: Kai Lai Chung

List price: $98.95

This item qualifies for FREE shipping.

30 day, 100% satisfaction guarantee!

Buy new: $96.22

Marketplace

3 new & used from $52.18

what's this?

Rush Rewards U
Members Receive:

You have reached 400 XP and carrot coins. That is the daily max!

Description:

This text was first published over 30 years ago and is accessible to many undergraduate programs and as a first-year graduate text. It offers a broad perspective on probability theory with a new appendix on measure theory.

Book details

List price: $98.95
Edition: 2nd
Copyright year: 2001
Publisher: Elsevier Science & Technology Books
Publication date: 10/9/2000
Binding: Paperback
Pages: 419
Size: 6.00" wide x 8.75" long x 1.00" tall
Weight: 1.496
Language: English



Preface to the third edition


Preface to the second edition


Preface to the first edition



Distribution function



Monotone functions



Distribution functions



Absolutely continuous and singular distributions



Measure theory



Classes of sets



Probability measures and their distribution functions



Random variable. Expectation. Independence



General definitions



Properties of mathematical expectation



Independence



Convergence concepts



Various modes of convergence



Almost sure convergence; Borel-Cantelli lemma



Vague convergence



Continuation



Uniform integrability; convergence of moments



Law of large numbers. Random series



Simple limit theorems



Weak law of large numbers



Convergence of series



Strong law of large numbers



Applications


Bibliographical Note



Characteristic function



General properties; convolutions



Uniqueness and inversion



Convergence theorems



Simple applications



Representation theorems



Multidimensional case; Laplace transforms


Bibliographical Note



Central limit theorem and its ramifications



Liapounov's theorem



Lindeberg-Feller theorem



Ramifications of the central limit theorem



Error estimation



Law of the iterated logarithm



Infinite divisibility


Bibliographical Note



Random walk



Zero-or-one laws



Basic notions



Recurrence



Fine structure



Continuation


Bibliographical Note



Conditioning. Markov property. Martingale



Basic properties of conditional expectation



Conditional independence; Markov property



Basic properties of smartingales



Inequalities and convergence



Applications


Bibliographical Note


Supplement: Measure and Integral



Construction of measure



Characterization of extensions



Measures in R



Integral



Applications


General Bibliography


Index