Publication

2007 - American Mathematical Society, Providence, R.I, Rhode Island

Language

English

Word Count

56,000 words, Guess

Page Count

224 pages

Identifiers

and 1 more

Classifications

  • LCCQA273 .K488 2007

Description

"This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones." "The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes."--BOOK JACKET

Subjects

Topics

519.2ProbabilitiesQa273 .k488 2007

Series Statement

  • Graduate studies in mathematics -- v. 80

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