Probability Theory
Independence, Interchangeability, Martingales
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Beschreibung
This is a classic text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability,and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability.
A classic book, now in its third edition, is an essential reference to researchers and graduate students in probability theory The new edition contains much new material, including U-statistic, additional theorems and examples, as well as simpler versions of some proofs
Autor*in
Yuan Shih Chow
Themen in »Probability Theory«
Conditional probability Maxima Probability space Probability theory Random variable Uniform integrability measure theory