Probability Theory

ISBN-13: 9780821828526 / Angielski / Miękka / 2001 / 167 str.

Courant Institute Of S. R. S (New York University Varadhan

Opis

This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.