Series: Graduate Studies in Mathematics. Num Pages: 284 pages, illustrations. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 258 x 184 x 20. Weight in Grams: 678. . 2013. Hardcover. . . . . Books ship from the US and Ireland.

N� de ref. del art�culo V9781470409074

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Detalles bibliogr�ficos

T�tulo: Mathematics of Probability
Editor: American Mathematical Society
Fecha de publicaci�n: 2013
Idioma: Ingl�s
ISBN 10: 1470409070
ISBN 13: 9781470409074
Encuadernaci�n: Encuadernaci�n de tapa dura
Estado: New

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Sinopsis

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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Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA

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