Probability
By: Davar Khoshnevisan.
Series: Graduate studies in mathematics -- v. 80
Publisher: American Mathematical Society
Published: 2007
Place of publication: Providence, R.I
Language: eng
Number of pages: 224
ISBN-13: 9780821842157
Subjects: Probabilities
Description: "This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones." "The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes."--BOOK JACKET
Notes: Includes bibliographical references (p. 209-216) and index.
Table of contents: title: Classical probability; title: Bernoulli trials; title: Measure theory; title: Integration; title: Product spaces; title: Independence; title: The central limit theorem; title: Martingales; title: Brownian motion; title: Terminus : stochastic integration.