Mathematics of Probability is popular PDF and ePub book, written by Daniel W. Stroock in 2013-07-05, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Mathematics of Probability can be Read Online from any device for your convenience.
Mathematics of Probability Book PDF Summary
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.
Detail Book of Mathematics of Probability PDF
- Author : Daniel W. Stroock
- Release : 05 July 2013
- Publisher : American Mathematical Soc.
- ISBN : 9781470409074
- Genre : Mathematics
- Total Page : 299 pages
- Language : English
- PDF File Size : 15,6 Mb
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