A Basic Course in Probability Theory
The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. With this goal in mind, the pace is lively, yet thorough. Basic notions of independence and conditional expectation are introduced relatively ea...
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| Hlavní autoři: | , , |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2007. |
| Edice: | Universitext
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| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
L'impression du document génère 222 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) Numérisation de l'édition de New York : Springer, cop. 2007 |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • A basic course in probability theory, Rabi Bhattacharya, Edward C. Waymire, 2007, New York, Springer, 1 vol. (XII-210 p.), Universitext, 0-387-71938-5 |
Obsah:
- Random Maps, Distribution, and Mathematical Expectation Independence, Conditional Expectation Martingales and Stopping Times Classical Zero One Laws, Laws of Large Numbers and Deviations Weak Convergence of Probability Measures Fourier Series, Fourier Transform, and Characteristic Functions Classical Central Limit Theorems Laplace Transforms and Tauberian Theorem Random Series of Independent Summands Kolmogorov's Extension Theorem and Brownian Motion Brownian Motion: The LIL and Some Fine-Scale Properties Skorokhod Embedding and Donsker's Invariance Principle A Historical Note on Brownian Motion