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A first look at rigorous probability theory / Jeffrey S. Rosenthal.

By: Material type: TextPublication details: Singapore ; Hackensack, N.J. : World Scientific, 2006.Edition: 2nd edDescription: xvi, 219 p. : ill. ; 23 cmISBN:
  • 9812703713 (pbk)
  • 9789812703712 (pbk)
  • 9812703705
  • 9789812703705
Subject(s): DDC classification:
  • 519.2 22 ROS 2006
Online resources:
Contents:
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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Holdings
Item type Current library Call number Status Barcode
Open Shelf MUST Main Library 519.2 ROS 2006 (Browse shelf(Opens below)) Available 2024-20317

Includes bibliographical references (p. 209-211) and index.

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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