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Probability
 
Davar Khoshnevisan University of Utah, Salt Lake City, UT
Probability
Hardcover ISBN:  978-0-8218-4215-7
Product Code:  GSM/80
List Price: $99.00
MAA Member Price: $89.10
AMS Member Price: $79.20
Sale Price: $64.35
eBook ISBN:  978-1-4704-1157-2
Product Code:  GSM/80.E
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
Sale Price: $55.25
Hardcover ISBN:  978-0-8218-4215-7
eBook: ISBN:  978-1-4704-1157-2
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
Sale Price: $119.60 $91.98
Probability
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Probability
Davar Khoshnevisan University of Utah, Salt Lake City, UT
Hardcover ISBN:  978-0-8218-4215-7
Product Code:  GSM/80
List Price: $99.00
MAA Member Price: $89.10
AMS Member Price: $79.20
Sale Price: $64.35
eBook ISBN:  978-1-4704-1157-2
Product Code:  GSM/80.E
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
Sale Price: $55.25
Hardcover ISBN:  978-0-8218-4215-7
eBook ISBN:  978-1-4704-1157-2
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
Sale Price: $119.60 $91.98
  • Book Details
     
     
    Graduate Studies in Mathematics
    Volume: 802007; 224 pp
    MSC: Primary 60; Secondary 28;

    This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long 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 non-standard 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.

    Readership

    Graduate 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
  • 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
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Desk Copy – for instructors who have adopted an AMS textbook for a course
    Examination Copy – for faculty considering an AMS textbook for a course
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 802007; 224 pp
MSC: Primary 60; Secondary 28;

This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long 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 non-standard 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.

Readership

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
Review Copy – for publishers of book reviews
Desk Copy – for instructors who have adopted an AMS textbook for a course
Examination Copy – for faculty considering an AMS textbook for a course
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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