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Mathematics of Probability - a book by Stroock, Daniel W.

Mathematics of Probability

Mathematics of Probability( )
Author: Stroock, Daniel W.
Series title:Graduate Studies in Mathematics Ser.
Publication Date:Jul 2013
Publisher:American Mathematical Society
Book Format:Hardback
List Price:USD $75.00
Book Description:

This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally,...
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