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A first look at rigorous probability theory
A first look at rigorous probability theory
Author
Rosenthal, Jeffrey S. (Jeffrey Seth)
Publisher
World Scientific
Publication Date
c2006
Language
English
Book
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Table of Contents
From the Book - 2nd ed.
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.
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Subjects
Subjects
Measure theory
Probabilities
Probability measures
More Details
ISBN
9789812703705
9789812703712
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