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      Probability theory: A Foundational Course

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      Firm sale: non returnable item
      SKU 9789380250441 Categories ,
      This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes w...

      £74.00

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      Description

      Product ID:9789380250441
      Product Form:Hardback
      Country of Manufacture:IN
      Series:Texts and Readings in Mathematics
      Title:Probability theory
      Subtitle:A Foundational Course
      Authors:Author: R.P Pakshirajan
      Page Count:564
      Subjects:Mathematics, Mathematics
      Description:This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics analysed in the book include supports of probability measures, zero-one laws in product measure spaces, Erdos-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains. This book is offered as a text book for students pursuing graduate programs in Mathematics and or Statistics. The book aims to help the teacher present the theory with ease, and to help the student sustain his interest and joy in learning the subject.
      Imprint Name:Hindustan Book Agency
      Publisher Name:Hindustan Book Agency
      Country of Publication:GB
      Publishing Date:2013-01-15

      Additional information

      Weight1102 g
      Dimensions174 × 250 × 37 mm