文件名称:
A Basic Course in Probability Theory
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文件大小: 6mb
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上传时间: 2009-10-11
详细说明： The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. With this goal in mind, the pace is lively, yet thorough. Basic notions of independence and conditional ex pectation are introduced relatively early on in the text, while conditional expectation is illustrated in detail in the context of martingales, Markov property and strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two highlights. The historic role of size-biasing is emphasized in the contexts of large deviations and in developments of Tauberian Theory. The authors assume a graduate level of maturity in mathematics, but otherwise the book will be suitable for students with varying levels of background in analysis and measure theory. In particular, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including the graduate textbook, Stochastic Processes with Applications. Written for: Advanced undergrads and graduate students, analysts Keywords: Bhattacharya Brownian Motion Probability Waymire ...展开收缩
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