Probability Theory: Independence, Interchangeability, Martingales

Yuan Shih Chow and Henry Teicher

Publisher:

Springer Verlag

Publication Date:

2003

Number of Pages:

488

Format:

Paperback

Edition:

3

Series:

Springer Texts in Statistics

Price:

44.95

ISBN:

978-0387406077

Category:

Textbook

BLL Rating:

BLL*

The Basic Library List Committee recommends this book for acquisition by undergraduate mathematics libraries.

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Table of Contents

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Classes of Sets, Measures,and Probability Spaces.- Binomial Random Variables.- Independence.- Integration in a Probability Space.- Sums of Independent Random Variables.- Measure Extensions, Lebesgue-Stieltjes Measure, Kolmogorov Consistency Theorem.- Conditional Expectation, Conditional Independence, Introduction to Martingales.- Distribution Functions and Characteristic Functions.- Central Limit Theorems.- Limit Theorems for Independent Random Variables.- Martingales.- Infinitely Divisible Laws.-Index.

Tags:

Probability Theory