Probability theory : an analytic view
Author(s)
Bibliographic Information
Probability theory : an analytic view
Cambridge University Press, 2011
2nd ed
- : pbk
Available at / 29 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
STR||32||5(2)200021320302
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Note
1st ed. published 1994.
Includes index
Repr.2012: 525p
Description and Table of Contents
Description
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.
Table of Contents
- 1. Sums of independent random variables
- 2. The central limit theorem
- 3. Infinitely divisible laws
- 4. Levy processes
- 5. Conditioning and martingales
- 6. Some extensions and applications of martingale theory
- 7. Continuous parameter martingales
- 8. Gaussian measures on a Banach space
- 9. Convergence of measures on a Polish space
- 10. Wiener measure and partial differential equations
- 11. Some classical potential theory.
by "Nielsen BookData"