Probability: A Survey of the Mathematical Theory

The brand new edition of this classic text—with more exercises and easier to use than ever Like the first edition, this new version of Lamperti’s classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students—both in and out of the classroom. Probability covers:Probability spaces, random variables, and other fundamental conceptsLaws of large numbers and random series, including the Law of the Iterated LogarithmCharacteristic functions, limiting distributions for sums and maxima, and the "Central Limit Problem"The Brownian Motion process

Spis treści:
Foundations.
Laws of Large Numbers and Random Series.
Limiting Distributions and the Central Limit Problem.
The Brownian Motion Process.
Appendix.
Bibliography.
Index.
List of Series Titles.

Nota biograficzna:
JOHN W. LAMPERTI is Professor of Mathematics at Dartmouth College and the author of Stochastic Processes: A Survey of the Mathematical Theory.

Okładka tylna:
The brand new edition of this classic text—with more exercises and easier to use than ever Like the first edition, this new version of Lamperti’s classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students—both in and out of the classroom. Probability covers:Probability spaces, random variables, and other fundamental conc eptsLaws of large numbers and random series, including the Law of the Iterated LogarithmCharacteristic functions, limiting distributions for sums and maxima, and the "Central Limit Problem"The Brownian Motion process