Probability Theory with Applications / Edition 2

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Overview

This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.

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Editorial Reviews

From the Publisher

From the reviews of the second edition:

"This book is a thoroughly revised and updated version of the first edition written by M. M. Rao. It expresses the in many ways original views of the authors on how the subject could be presented in graduate courses for students of mathematical sciences. … Generally, lecturers will appreciate this book as a valuable source … . the reviewer will definitely make use of this book for developing and revising his own lectures and encourage serious students to use it … ." (Frank Beichelt, SIAM Review, Vol. 49 (2), 2007)

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Product Details

  • ISBN-13: 9780387277301
  • Publisher: Springer US
  • Publication date: 3/15/2006
  • Series: Mathematics and Its Applications (closed) Series , #582
  • Edition description: 2nd ed. 2006
  • Edition number: 2
  • Pages: 530
  • Product dimensions: 9.21 (w) x 6.14 (h) x 1.25 (d)

Table of Contents

Foundations.- Background Material and Preliminaries.- Independence and Strong Convergence.- Conditioning and Some Dependence Classes.- Analytical Theory.- Probability Distributions and Characteristic Functions.- Weak Limit Laws.- Applications.- Stopping Times, Martingales, and Convergence.- Limit Laws for Some Dependent Sequences.- A Glimpse of Shastic Processes.

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