ENGLISH

Mathematics of Probability

By Daniel W. Stroock

Book information

Publisher
American Mathematical Society
Year
2013
ISBN
1470409070, 9781470409074
Language
english
Format
DJVU
Filesize
4 MB (3960575 bytes)
Series
Graduate Studies in Mathematics
Pages
301\300
Time added
2014-01-04 13:33:57

Description

This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally, with martingales, both discrete and continuous parameter ones. The book is a self-contained introduction to probability theory and the measure theory required to study it.

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