Probability Theory
by S. R. S. Varadhan | September 15, 2001 | Science & Math
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.
More details for Probability Theory
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ISBN #
0821828525
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Page count
167 pages
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Publication Date
September 15, 2001
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Publisher
Amer Mathematical Society
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Category
Non-Fiction
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Genre
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Amazon Star Rating
4.4
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Amazon Ratings Count
17 ratings
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Amazon Last Rating Data Date
September 8, 2021
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