A Graduate Course in Probability by Howard G Tucker

A Graduate Course in Probability by Howard G Tucker

Suitable for a graduate course in analytic probability theory, this text requires no previous knowledge of probability and only a limited background in real analysis. In addition to providing instruction for graduate students in mathematics and mathematical statistics, the book features detailed proofs that offer direct access to the basic theorems of probability theory for mathematicians of all interests.
The treatment strikes a balance between measure-theoretic aspects of probability and distribution aspects, presenting some of the basic theorems of analytic probability theory in a cohesive manner. Statements are rendered as simply as possible in order to make them easy to remember and to demonstrate the essential idea behind each proof. Topics include probability spaces and distributions, stochastic independence, basic limiting operations, strong limit theorems for independent random variables, the central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes, particularly Brownian motion. Each section concludes with problems that reinforce the preceding material.

Howard G. Tucker is Professor Emeritus of Mathematics at the University of California, Irvine. His other books include Mathematical Methods for Sample Surveys.

SKU	Non disponible
ISBN 13	9780486493039
ISBN 10	0486493032
Titre	A Graduate Course in Probability
Auteur	Howard G Tucker
État	Non disponible
Type de reliure	Paperback
Éditeur	Dover Publications Inc.
Année de publication	2014-01-31
Nombre de pages	288
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible