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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) 9780521765398 20160604
 Online

 Cambridge Core Access limited to one user.
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Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  
QA273 .D865 2010  Unknown On reserve at Li and Ma Science Library 2hour loan 
STATS310B01
 Course
 STATS310B01  Theory of Probability II
 Instructor(s)
 Siegmund, David
2. 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 branchingprocess 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) 9780521404556 20160528
 Online

 Cambridge Core Access limited to one user.
 Google Books (Full view)
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  
QA274.5 .W55 1991  Unknown On reserve at Li and Ma Science Library 2hour loan 
QA274.5 .W55 1991  Unknown On reserve at Li and Ma Science Library 2hour loan 
STATS310B01, MATH210B01
 Course
 STATS310B01  Theory of Probability II
 Instructor(s)
 Siegmund, David
 Course
 MATH210B01  Modern Algebra II
 Instructor(s)
 Siegmund, David