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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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Lenguaje: | eng |
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Academic Press
1967
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Acceso en línea: | http://cds.cern.ch/record/110255 |
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. |
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