Title Statements
- Full title :A first look at rigorous probability theory / Jeffrey S. Rosenthal.
Edition Statements
- Publication Date:©2006.
- Edition:2. ed
Publication Statements
- Publisher(s):World Scientific
- Place of Publication:Hackensack, N.J
- Language:eng
- Publication Date:©2006.
The Physical Object
- Description:xvi, 219 s. : : illustrations
Edition Identifiers
- ISBN:9789812703705, 9812703705, 9812703713, 9789812703712
- oclc:ocn938253434
- Dewey Decimal:519.2
Table of Contents
1. The need for measure theory -- 2. Probability triples -- 3. Further probabilistic foundations -- 4. Expected values -- 5. Inequalities and convergence -- 6. Distributions of random variables -- 7. Stochastic processes and gambling games -- 8. Discrete Markov chains -- 9. More probability theorems -- 10. Weak convergence -- 11. Characteristic functions -- 12. Decomposition of probability laws -- 13. Conditional probability and expectation -- 14. Martingales -- 15. General stochastic processes -- A. Mathematical Background -- B. Bibliography.
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