Hardcover ISBN:  9780821842157 
Product Code:  GSM/80 
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eBook ISBN:  9781470411572 
Product Code:  GSM/80.E 
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MAA Member Price:  $76.50 
AMS Member Price:  $68.00 
Hardcover ISBN:  9780821842157 
eBook: ISBN:  9781470411572 
Product Code:  GSM/80.B 
List Price:  $184.00 $141.50 
MAA Member Price:  $165.60 $127.35 
AMS Member Price:  $147.20 $113.20 
Hardcover ISBN:  9780821842157 
Product Code:  GSM/80 
List Price:  $99.00 
MAA Member Price:  $89.10 
AMS Member Price:  $79.20 
eBook ISBN:  9781470411572 
Product Code:  GSM/80.E 
List Price:  $85.00 
MAA Member Price:  $76.50 
AMS Member Price:  $68.00 
Hardcover ISBN:  9780821842157 
eBook ISBN:  9781470411572 
Product Code:  GSM/80.B 
List Price:  $184.00 $141.50 
MAA Member Price:  $165.60 $127.35 
AMS Member Price:  $147.20 $113.20 

Book DetailsGraduate Studies in MathematicsVolume: 80; 2007; 224 ppMSC: Primary 60; Secondary 28
This is a textbook for a onesemester graduate course in measuretheoretic probability theory, but with ample material to cover an ordinary yearlong course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting nonstandard ones.
The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
ReadershipGraduate students interested in probability theory.

Table of Contents

Chapters

Chapter 1. Classical probability

Chapter 2. Bernoulli trials

Chapter 3. Measure theory

Chapter 4. Integration

Chapter 5. Product spaces

Chapter 6. Independence

Chapter 7. The central limit theorem

Chapter 8. Martingales

Chapter 9. Brownian motion

Chapter 10. Terminus: Stochastic integration

Appendix


Additional Material

Reviews

...overall the text is neatly written and presents not only good mathematics but also a heuristic view of modern probability, including numerous exercises and historical notes.
European Mathematical Society Newsletter


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This is a textbook for a onesemester graduate course in measuretheoretic probability theory, but with ample material to cover an ordinary yearlong course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting nonstandard ones.
The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
Graduate students interested in probability theory.

Chapters

Chapter 1. Classical probability

Chapter 2. Bernoulli trials

Chapter 3. Measure theory

Chapter 4. Integration

Chapter 5. Product spaces

Chapter 6. Independence

Chapter 7. The central limit theorem

Chapter 8. Martingales

Chapter 9. Brownian motion

Chapter 10. Terminus: Stochastic integration

Appendix

...overall the text is neatly written and presents not only good mathematics but also a heuristic view of modern probability, including numerous exercises and historical notes.
European Mathematical Society Newsletter