Mathematics of probability
 Author/Creator
 Stroock, Daniel W.
 Language
 English.
 Publication
 Providence, Rhode Island : American Mathematical Society, [2013]
 Physical description
 xi, 284 pages : illustrations ; 27 cm.
 Series
 Graduate studies in mathematics ; v. 149.
Access
Available online

Stacks

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QA274 .S854 2013

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QA274 .S854 2013
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Contents/Summary
 Bibliography
 Includes bibliographical references (pages 279) and index.
 Contents

 Some background and preliminaries
 Probability theory on uncountable sample spaces
 Some applications to probability theory
 The central limit theorem and Gaussian distributions
 Discrete parameter stochastic processes
 Some continuoustime processes
 Martingales.
 Publisher's 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 selfcontained introduction to probability theory and the measure theory required to study it.
(source: Nielsen Book Data)
Subjects
 Subject
 Stochastic processes.
 Probabilities.
 Probability theory and stochastic processes > Foundations of probability theory > None of the above, but in this section.
 Probability theory and stochastic processes > Markov processes > Markov chains (discretetime Markov processes on discrete state spaces)
 Probability theory and stochastic processes > Markov processes > None of the above, but in this section.
 Probability theory and stochastic processes > Stochastic processes > Martingales with discrete parameter.
 Probability theory and stochastic processes > Stochastic processes > Martingales with continuous parameter.
Bibliographic information
 Publication date
 2013
 Responsibility
 Daniel W. Stroock.
 Series
 Graduate studies in mathematics ; volume 149
 ISBN
 9781470409074
 1470409070