A first look at rigorous probability theory
Author(s)
Bibliographic Information
A first look at rigorous probability theory
World Scientific, c2006
2nd ed
- : [hd.]
- : pbk
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Note
Includes bibliographical references (p. 209-211) and index
Contents of Works
- The need for measure theory
- Probability triples
- Further probabilistic foundations
- Expected values
- Inequalities and convergence
- Distributions of random variables
- Stochastic processes and gambling games
- Discrete Markov chains
- More probability theorems
- Weak convergence
- Characteristic functions
- Decomposition of probability laws
- Conditional probability and expectation
- Martingales
- General stochastic processes
- Mathematical background