**Graduate Studies in Mathematics**

Volume: 149;
2013;
284 pp;
Hardcover

MSC: Primary 60;

Print ISBN: 978-1-4704-0907-4

Product Code: GSM/149

List Price: $75.00

Individual Member Price: $60.00

**Electronic ISBN: 978-1-4704-1027-8
Product Code: GSM/149.E**

List Price: $75.00

Individual Member Price: $60.00

#### You may also like

#### Supplemental Materials

# Mathematics of Probability

Share this page
*Daniel W. Stroock*

This book covers the basics of modern
probability theory. It begins with probability theory on finite and
countable sample spaces and then passes from there to a concise course
on measure theory, which is followed by some initial applications to
probability theory, including independence and conditional
expectations. The second half of the book deals with Gaussian random
variables, with Markov chains, with a few continuous parameter
processes, including Brownian motion, and, finally, with martingales,
both discrete and continuous parameter ones.

The book is a self-contained introduction to probability theory and
the measure theory required to study it.

#### Table of Contents

# Table of Contents

## Mathematics of Probability

- Cover Cover11 free
- Title page i2 free
- Contents iii4 free
- Preface ix10 free
- Some background and preliminaries 114 free
- Probability theory on uncountable sample spaces 5568
- Some applications to probability theory 105118
- The central limit theorem and Gaussian distributions 135148
- Discrete parameter stochastic processes 159172
- Some continuous-time processes 193206
- Martingales 225238
- Notation 275288
- Bibliography 279292
- Index 281294 free
- Back Cover Back Cover1298

#### Readership

Graduate students and researchers interested in probability.

#### Reviews

... I regard this book highly, and I recommend it for course use as well as for independent study.