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A graduate course in probability

Suitable for a graduate course in analytic probability, this text requires only a limited background in real analysis. Topics include probability spaces and distributions, stochastic independence, basic limiting options, strong limit theorems for independent random variables, central limit theorem,...

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Detalles Bibliográficos
Autor principal: Tucker, Howard G
Lenguaje:eng
Publicado: Academic Press 1967
Materias:
Acceso en línea:http://cds.cern.ch/record/110255
Descripción
Sumario:Suitable for a graduate course in analytic probability, this text requires only a limited background in real analysis. Topics include probability spaces and distributions, stochastic independence, basic limiting options, strong limit theorems for independent random variables, central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes.