A Graduate Course in Probability (Dover Books on Mathematics)
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A Graduate Course in Probability (Dover Books on Mathematics)
Book Details
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Author: Howard G. Tucker
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Brand: Dover
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Binding: Paperback
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Number of Pages: 288
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Release Date: 31-01-2014
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ISBN: 9780486493039
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Package Dimensions: 9.0 x 6.0 x 0.7 inches
About The Book
Suitable for graduate courses in analytic probability theory, Analytic Probability Theory provides a detailed, approachable introduction to the subject without requiring prior knowledge of probability or extensive background in real analysis.
Key features of the book include:
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A balance between measure-theoretic aspects of probability and distribution aspects.
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Clear, concise explanations of the fundamental theorems of probability theory, aiming to make each proof easy to understand and memorable.
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Topics covered include probability spaces and distributions, stochastic independence, limiting operations, strong limit theorems, the central limit theorem, conditional expectation, Martingale theory, and an introduction to stochastic processes like Brownian motion.
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Problem sets at the end of each section to reinforce the material.
This book is ideal for graduate students in mathematics and mathematical statistics and offers a thorough treatment of analytic probability theory for mathematicians of all interests.
