A first look at rigorous probability theory / Jeffrey S. Rosenthal.

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Bibliographic Details
Main Author: Rosenthal, Jeffrey S. (Jeffrey Seth)
Language:English
Published: Singapore ; River Edge, NJ : World Scientific, [2000], ©2000.
Subjects:
Probabilities.
Measure theory.
Probability measures.
Physical Description:xiv, 177 pages ; 22 cm
Format: Book
Contents:
  • 1. The need for measure theory
  • 2. Probability triples
  • 3. Further probabilistic foundations
  • 4. Expected values
  • 5. Inequalities and laws of large numbers
  • 6. Distributions of random variables
  • 7. Stochastic processes and gambling games
  • 8. Discrete Markov chains
  • 9. Some further probability results
  • 10. Weak convergence
  • 11. Characteristic functions
  • 12. Decomposition of probability laws
  • 13. Conditional probability and expectation
  • 14. Martingales
  • 15. Introduction to other stochastic processes
  • Appendix. Mathematical Background.