Suitable for a graduate course in analytic probability, this text requires only a limited background in real analysis. Topics include probability spaces and distributions, stochastic independence, basic limiting options, strong limit theorems for independent random variables, central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes.
| ISBN: | 9780486493039 |
| Publication date: | 31st January 2014 |
| Author: | Howard G Tucker |
| Publisher: | Dover Publications an imprint of Dover Publications Inc. |
| Format: | Paperback |
| Pagination: | 288 pages |
| Series: | Dover Books on Mathematics |
| Genres: |
Probability and statistics |