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Probability Theory With Applications

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Probability Theory With Applications Synopsis

This book is a revised and expanded edition of a successful graduate and reference text. The material in the book is designed for a standard graduate course on probability theory, including some important applications. This new edition contains a detailed treatment of the core area of probability, and both structural and limit results are presented in full detail. Compared to the first edition, the material and presentation are better highlighted with several (small and large) alterations made to each chapter. Key features of the book include:

- Indicating the need for abstract theory even in applications and showing the inadequacy of existing results for certain apparently simple real-world problems

- Attempting to deal with the existence problems for various classes of random families that figure in the main results of the subject

- Providing a treatment of conditional expectations and of conditional probabilities that is more complete than in other existing textbooks

Since this is a textbook, essentially all proofs are given in complete detail (even at the risk of repetition), and some key results are given multiple proofs when each argument has something to contribute.

About This Edition

ISBN: 9780387277301
Publication date:
Author: M M Rao, Randall J Swift
Publisher: Springer an imprint of Springer US
Format: Hardback
Pagination: 527 pages
Series: Mathematics and Its Applications
Genres: Probability and statistics
Stochastics
Real analysis, real variables
Functional analysis and transforms
Integral calculus and equations
Mathematical theory of computation

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