A Basic Course in Probability Theory

A Basic Course in Probability Theory

A Basic Course in Probability Theory

Quicker paced introduction to the basics allows for a more in-depth treatment of such topics as convergence theory and Brownian...

  • ISBN: 9788184893762
  • Availability: Out Of Stock
  • Author Edward C. Waymire, Rabi Bhattacharya
  • Publisher Springer (India) Private Limited
  • Binding Paperback
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Quicker paced introduction to the basics allows for a more in-depth treatment of such topics as convergence theory and Brownian motion, - Self-contained and suitable for students with varying levels of background in analysis and measure theory, - Includes a complete overview of basic measure theory as well as analysis, with proofs, - Written in a lively and engaging style, - Contains an extensive bibliography pointing readers to further study. The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. With this goal in mind, the pace is lively, yet thorough. Basic notions of independence and conditional expectation are introduced relatively early on in the text, while conditional expectation is illustrated in detail in the context of martingales, Markov property and strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two highlights. The historic role of size-biasing is emphasized in the contexts of large deviations and in developments of Tauberian Theory. The authors assume a graduate level of maturity in mathematics, but otherwise the book will be suitable for students with varying levels of background in analysis and measure theory. In particular, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizo.
Author Edward C. Waymire, Rabi Bhattacharya
ISBN 9788184893762
Langauage English
Pages 232
Publisher Springer (India) Private Limited
Binding Paperback

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