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Online 1. Probability : theory and examples [2010]
- Durrett, Richard, 1951-
- 4th ed. - Cambridge ; New York : Cambridge University Press, 2010.
- Description
- Book — x, 428 p. : ill. ; 27 cm.
- Summary
-
- 1. Measure theory--
- 2. Laws of large numbers--
- 3. Central limit theorems--
- 4. Random walks--
- 5. Martingales--
- 6. Markov chains--
- 7. Ergodic theorems--
- 8. Brownian motion-- Appendix A. Measure theory details.
- (source: Nielsen Book Data)
(source: Nielsen Book Data)
- Also online at
Science Library (Li and Ma)
Science Library (Li and Ma) | Status |
---|---|
Stacks | Request (opens in new tab) |
QA273 .D865 2010 | Unknown |
MATH-230B-01, STATS-310B-01
- Course
- MATH-230B-01 -- Theory of Probability
- Instructor(s)
- Dembo, Amir
- Course
- STATS-310B-01 -- Theory of Probability II
- Instructor(s)
- Dembo, Amir
2. Real analysis and probability [2002]
- Dudley, R. M. (Richard M.)
- Cambridge ; New York : Cambridge University Press, 2002.
- Description
- Book — x, 555 p. ; 24 cm.
- Summary
-
- 1. Foundations: set theory--
- 2. General topology--
- 3. Measures--
- 4. Integration--
- 5. Lp spaces: introduction to functional analysis--
- 6. Convex sets and duality of normed spaces--
- 7. Measure, topology, and differentiation--
- 8. Introduction to probability theory--
- 9. Convergence of laws and central limit theorems--
- 10. Conditional expectations and martingales--
- 11. Convergence of laws on separable metric spaces--
- 12. Stochastic processes--
- 13. Measurability: Borel isomorphism and analytic sets-- Appendixes: A. Axiomatic set theory-- B. Complex numbers, vector spaces, and Taylor's theorem with remainder-- C. The problem of measure-- D. Rearranging sums of nonnegative terms-- E. Pathologies of compact nonmetric spaces-- Indices.
- (source: Nielsen Book Data)
(source: Nielsen Book Data)
Science Library (Li and Ma)
Science Library (Li and Ma) | Status |
---|---|
Stacks | Request (opens in new tab) |
QA300 .D83 2002 | Unknown |
MATH-230B-01, STATS-310B-01
- Course
- MATH-230B-01 -- Theory of Probability
- Instructor(s)
- Dembo, Amir
- Course
- STATS-310B-01 -- Theory of Probability II
- Instructor(s)
- Dembo, Amir
3. Probability with martingales [1991]
- Williams, D. (David), 1938-
- Cambridge ; New York : Cambridge University Press, c1991.
- Description
- Book — xv, 251 p. ; 23 cm.
- Summary
-
- 1. A branching-process example-- Part I. Foundations:
- 2. Measure spaces--
- 3. Events--
- 4. Random variables--
- 5. Independence--
- 6. Integration--
- 7. Expectation--
- 8. An easy strong law: product measure-- Part II. Martingale Theory:
- 9. Conditional expectation--
- 10. Martingales--
- 11. The convergence theorem--
- 12. Martingales bounded in L2--
- 13. Uniform integrability--
- 14. UI martingales--
- 15. Applications-- Part III. Characteristic Functions:
- 16. Basic properties of CFs--
- 17. Weak convergence--
- 18. The central limit theorem-- Appendices-- Exercises.
- (source: Nielsen Book Data)
(source: Nielsen Book Data)
Green Library, Science Library (Li and Ma)
Green Library | Status |
---|---|
Find it Stacks | Request (opens in new tab) |
QA274.5 .W55 1991 | Unknown |
Science Library (Li and Ma) | Status |
---|---|
Stacks | Request (opens in new tab) |
QA274.5 .W55 1991 | Unknown |
MATH-230B-01, STATS-305B-01, STATS-310B-01
- Course
- MATH-230B-01 -- Theory of Probability
- Instructor(s)
- Dembo, Amir
- Course
- STATS-305B-01 -- Applied Statistics II
- Instructor(s)
- Efron, Bradley
- Course
- STATS-310B-01 -- Theory of Probability II
- Instructor(s)
- Dembo, Amir