Descrição
Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. – CONTENTS.: Summary of Notation – Fundamentals of Measure and Integration Theory. – Further Results in Measure and Integration Theory. – Introduction to Functional Analysis. – Basic Concepts of Probability. – Conditional Probability and Expectation. – Strong Laws of Large Numbers and Martingale Theory. – The Central Limit Theorem. – Ergodic Theory. – Brownian Motion and Stochastic Integrals.
by
- Capa Mole : 520 pages
- ISBN-10 : 0120652021
- ISBN-13 : 9780120652020
- ISBN-13 : 9788181477163
