Probability: A Survey of the Mathematical Theory / Edition 2 available in Hardcover
- Pub. Date:
The brand new edition of this classic textwith more exercises andeasier to use than ever Like the first edition, this new version ofLamperti's classic text succeeds in making this fascinating area ofmathematics accessible to readers who have limited knowledge ofmeasure theory and only some familiarity with elementaryprobability. Streamlined for even greater clarity and with moreexercises to help develop and reinforce skills, Probability isideal for graduate and advanced undergraduate studentsboth in andout of the classroom. Probability covers:
* Probability spaces, random variables, and other fundamentalconcepts
* Laws of large numbers and random series, including the Law of theIterated Logarithm
* Characteristic functions, limiting distributions for sums andmaxima, and the "Central Limit Problem"
* The Brownian Motion process
About the Author
JOHN W. LAMPERTI is Professor of Mathematics at Dartmouth College and the author of Stochastic Processes: A Survey of the Mathematical Theory.
Table of Contents
Laws of Large Numbers and Random Series.
Limiting Distributions and the Central Limit Problem.
The Brownian Motion Process.
List of Series Titles.