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S.R.S Varadhan Probability Theory (Paperback) Courant Lecture Notes
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eBay item number:285492483059
Item specifics
- Condition
- Book Title
- Probability Theory
- Title
- Probability Theory
- EAN
- 9780821828526
- ISBN
- 9780821828526
- Genre
- Science Nature & Math
- Release Date
- 30/09/2001
- Release Year
- 2001
- Country/Region of Manufacture
- US
- Item Weight
- 329g
- Series
- Courant Lecture Notes
- Publication Year
- 2001
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Probability Theory
- Publisher
- American Mathematical Society
- Subject
- Mathematics
- Number of Pages
- 167 Pages
About this product
Product Information
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.
Product Identifiers
Publisher
American Mathematical Society
ISBN-13
9780821828526
eBay Product ID (ePID)
95679015
Product Key Features
Publication Name
Probability Theory
Format
Paperback
Language
English
Subject
Mathematics
Publication Year
2001
Type
Textbook
Number of Pages
167 Pages
Additional Product Features
Series Title
Courant Lecture Notes
Country/Region of Manufacture
United States
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