Probability : a survey of the mathematical theory / / John W. Lamperti

• Record Nr.: UNINA9910830832603321
• Autore: Lamperti J (John)
• Pubbl/distr/stampa: New York : , : John Wiley & Sons, Inc., , 1996; ©1996
• ISBN: 1-283-28126-0; 9786613281265; 1-118-15044-9; 1-118-15043-0
• Edizione: [2nd ed.]
• Descrizione fisica: 1 online resource (212 p.)
• Collana: Wiley Series in Probability and Statistics
• Disciplina: 519.2
• Soggetti: Probabilities
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: "A Wiley-Interscience Publication."
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Probability: A Survey of the Mathematical Theory; Contents; Preface; 1. Foundations; 1. Probability Spaces; 2. Random Variables and Their Expectations; 3. Independence; 4. Conditional Expectations and Probabilities; 5. When Do Random Variables Exist?; 2. Laws of Large Numbers and Random Series; 6. The Weak Law of Large Numbers; 7. The Weierstrass Approximation Theorem; 8. The Strong Law of Large Numbers; 9. The Strong Law-Continued; 10. Convergence of Random Series; 11. More on Independence; the 0-1 Law; 12. The Law of the Iterated Logarithm; 3. Limiting Distributions and the Central Limit Problem13. Weak Convergence of Measures; 14. The Maximum of a Random Sample; 15. Characteristic Functions; 16. The Central Limit Theorem; 17. Stable Distributions; 18. Limit Distributions for Sums and Maxima; 19. Infinitely Divisible Distributions; 20. Recurrence; 4. The Brownian Motion Process; 21. Brownian Motion; 22. The First Construction; 23. Some Properties of Brownian Paths; 24. Markov Processes; 25. Brownian Motion and Limit Theorems; 26. Brownian Motion and Classical Analysis; Appendix: Essentials of Measure Theory; Bibliography; Index; List of Series Titles
• Sommario/riassunto: 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 variab