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A Graduate Course in Probability (Dover Books on Mathematics)

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A Graduate Course in Probability (Dover Books on Mathematics) Cover

 

Synopses & Reviews

Publisher Comments:

Suitable for a graduate course in analytic probability theory, this text requires no previous knowledge of probability and only a limited background in real analysis. In addition to providing instruction for graduate students in mathematics and mathematical statistics, the book features detailed proofs that offer direct access to the basic theorems of probability theory for mathematicians of all interests.

The treatment strikes a balance between measure-theoretic aspects of probability and distribution aspects, presenting some of the basic theorems of analytic probability theory in a cohesive manner. Statements are rendered as simply as possible in order to make them easy to remember and to demonstrate the essential idea behind each proof. Topics include probability spaces and distributions, stochastic independence, basic limiting operations, strong limit theorems for independent random variables, the central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes, particularly Brownian motion. Each section concludes with problems that reinforce the preceding material.

Synopsis:

Suitable for a graduate course in analytic probability, this text covers probability spaces and distributions, stochastic independence, strong limit theorems for independent random variables, stochastic processes, and much more. 1967 edition.

Synopsis:

Suitable for a graduate course in analytic probability, this text requires only a limited background in real analysis. Topics include probability spaces and distributions, stochastic independence, basic limiting operations, strong limit theorems for independent random variables, the central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes. 1967 edition.

Product Details

ISBN:
9780486493039
Author:
Tucker, Howard G
Publisher:
Dover Publications
Author:
Tucker, Howard G.
Subject:
Statistics
Subject:
Probability
Subject:
Analytic Probability Theory
Subject:
Mathematical statistics
Subject:
Mathematics | Probability and Statistics
Edition Description:
Trade Paper
Series:
Dover Books on Mathematics
Publication Date:
20140231
Binding:
TRADE PAPER
Language:
English
Pages:
288
Dimensions:
9 x 6 in

Related Subjects


Science and Mathematics » Mathematics » General
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Probability Theory
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

A Graduate Course in Probability (Dover Books on Mathematics) Used Trade Paper
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Product details 288 pages Dover Publications - English 9780486493039 Reviews:
"Synopsis" by ,
Suitable for a graduate course in analytic probability, this text covers probability spaces and distributions, stochastic independence, strong limit theorems for independent random variables, stochastic processes, and much more. 1967 edition.
"Synopsis" by ,
Suitable for a graduate course in analytic probability, this text requires only a limited background in real analysis. Topics include probability spaces and distributions, stochastic independence, basic limiting operations, strong limit theorems for independent random variables, the central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes. 1967 edition.
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