Probability Theory, an Analytic View - Daniel W. Stroock (2000)
ISBN 0521663490
Subject Probabilities
Publisher Cambridge University Press
Publication Date 1/28/2000
Format Paperback (241 x 191 mm)
Language eng
This revised edition of Daniel W. Stroock's classic text is suitable for a first-year graduate course on probability theory. By modern standards the topics treated are classical and the techniques used far-ranging: Dr. Stroock does not approach the subject as a monolithic structure resting on a few basic principles. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. Stroock covers conditional expectation values in the second half where he applies them to the study of martingales. He also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory. Student prerequisites are a good grasp of introductory, undergraduate probability theory and a reasonably sophisticated knowledge of analysis.
Personal Details
Collection Status In Collection
Index 1139
Read It Yes
Loaned To Terrence Muthoka
Loan Date 11/17/2010
Due Date 12/31/2010
Overdue Yes
Links Amazon US
Product Details
LoC Classification QA273 .S763 1999b
Dewey 519.2
Edition Rev. ed.
Cover Price $52.00
No. of Pages 536