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A first look at rigorous probability theory /
Autor principal: | |
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Formato: | Libro |
Lenguaje: | English |
Publicado: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2006.
|
Edición: | 2nd ed. |
Materias: |
Tabla de Contenidos:
- The need for measure theory
- Probability triples
- Further probabilistic foundations
- Expected values
- Inequalities and convergence
- Distributions of random variables
- Stochastic processes and gambling games
- Discrete Markov chains
- More probability theorems
- Weak convergence
- Characteristic functions
- Decomposition of probability laws
- Conditional probability and expectation
- Martingales
- General stochastic processes
- Mathematical background.