Probability / Edition 1

Probability / Edition 1

by Davar Khoshnevisan
Pub. Date:
American Mathematical Society

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Probability / Edition 1

This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.

Product Details

ISBN-13: 9780821842157
Publisher: American Mathematical Society
Publication date: 04/30/2007
Series: Graduate Studies in Mathematics Series , #80
Edition description: New Edition
Pages: 224
Product dimensions: 7.20(w) x 10.20(h) x 0.70(d)

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