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:Singapore
- Language:eng
- Publication Date:2006
The Physical Object
- Description:xvi, 219 s. : : illustrations ; : 23 cm
Edition Identifiers
- ISBN:9812703713, 9789812703712, 9812703705, 9789812703705
- oclc:ocn488167673
- LC Classification:QA273
- Dewey Decimal:519.2
Table of 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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