Probability :A Survey of the Mathematical Theory ( Wiley Series in Probability and Statistics )

Publication subTitle :A Survey of the Mathematical Theory

Publication series :Wiley Series in Probability and Statistics

Author: John W. Lamperti  

Publisher: John Wiley & Sons Inc‎

Publication year: 2011

E-ISBN: 9781118150436

P-ISBN(Hardback):  9780471154075

Subject: O211 probability (probability theory, probability theory)

Language: ENG

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Description

The brand new edition of this classic text--with more exercises and easier to use than ever Like the first edition, this new version of Lamperti's classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students--both in and out of the classroom. Probability covers:
* Probability spaces, random variables, and other fundamental concepts
* Laws of large numbers and random series, including the Law of the Iterated Logarithm
* Characteristic functions, limiting distributions for sums and maxima, and the "Central Limit Problem"
* The Brownian Motion process

Chapter

Contents

pp.:  7 – 9

Preface

pp.:  9 – 15

1. Foundations

pp.:  15 – 45

2. Laws of Large Numbers and Random Series

pp.:  45 – 85

3. Limiting Distributions and the Central Limit Problem

pp.:  85 – 145

4. The Brownian Motion Process

pp.:  145 – 189

Appendix: Essentials of Measure Theory

pp.:  189 – 195

Bibliography

pp.:  195 – 197

Index

pp.:  197 – 205

List of Series Titles

pp.:  205 – 212

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