ENGLISH

An Intermediate Course in Probability

By Allan Gut (auth.)

Book information

Publisher
Springer New York
Year
1995
ISBN
978-0-387-94507-1, 978-1-4757-2431-8
DOI
10.1007/978-1-4757-2431-8
Language
english
Format
PDF
Filesize
17 MB (17824479 bytes)
Pages
XIII, 278 p.\288
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Statistical Theory and Methods; Probability Theory

Description

The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses. The first six chapters focus on the central areas of probability; multivariate random variables, conditioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process as a means to both introduce stochastic processes, and to apply many of the techniques introduced earlier in the text. Students are assumed to have taken a first course in probability though no knowledge of measure theory is assumed. Throughout, the presentation is thorough and includes many examples which are discussed in detail. Thus students considering more advanced research in probability will benefit from this wide-ranging survey of the subject which provides them with a foretaste of the subject's many treasures.

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