ENGLISH

A basic course in probability theory

By Rabi Bhattacharya , Edward C. Waymire

Book information

Publisher
Springer, Universitext
Year
2007
ISBN
0387719385, 978-0-387-71938-2, 978-0-387-71939-9
Language
english
Format
PDF
Filesize
3 MB (2767279 bytes)
Series
Universitext
Pages
216\216
Library
torrents.ru tech collections 2009-11-14
Time added
2010-01-11 02:35:34

Description

front-matter......Page 1 1Random Maps, Distribution, and Mathematical Expectation......Page 11 2Independence, Conditional Expectation......Page 28 3Martingales and Stopping Times......Page 46 4Classical Zero–One Laws, Laws of Large Numbers and Deviations......Page 58 5Weak Convergence of Probability Measures......Page 68 6Fourier Series, Fourier Transform, and Characteristic Functions......Page 82 7Classical Central Limit Theorems......Page 108 8Laplace Transforms and Tauberian Theorem......Page 115 9Random Series of Independent Summands......Page 129 10Kolmogorov's Extension Theorem and Brownian Motion......Page 136 11Brownian Motion The LIL and Some Fine-Scale Properties......Page 148 12Skorokhod Embedding and Donsker's Invariance Principle......Page 154 13A Historical Note on Brownian Motion......Page 173 back-matter......Page 177

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