Probability Theory with Applications / Edition 2

Probability Theory with Applications / Edition 2

Pub. Date:
Springer US
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Probability Theory with Applications / Edition 2

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.

Product Details

ISBN-13: 9780387277301
Publisher: Springer US
Publication date: 03/15/2006
Series: Mathematics and Its Applications Series , #582
Edition description: 2nd ed. 2006
Pages: 530
Product dimensions: 6.14(w) x 9.21(h) x 0.05(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 Stochastic Processes.

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