Probability Theory: An Analytic View

ISBN-13: 9780521761581 / Angielski / Twarda / 2010 / 550 str.

Daniel W. Stroock

Opis

A second edition of Daniel W. Stroock's classic probability theory textbook suitable for first-year graduate students with a good grasp of introductory, undergraduate probability.

Recenzje

'… uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists. … We can expect it to take its place alongside the classics of probability theory.' Mathematical Reviews

Spis treści

1. Sums of independent random variables; 2. The central limit theorem; 3. Infinitely divisible laws; 4. Levy processes; 5. Conditioning and martingales; 6. Some extensions and applications of martingale theory; 7. Continuous parameter martingales; 8. Gaussian measures on a Banach space; 9. Convergence of measures on a Polish space; 10. Wiener measure and partial differential equations; 11. Some classical potential theory.