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Probability Theory: A Foundational Course
 
R. P. Pakshirajan University of Mysore, Mysore, India
A publication of Hindustan Book Agency
Probability Theory
Hardcover ISBN:  978-93-80250-44-1
Product Code:  HIN/60
List Price: $68.00
AMS Member Price: $54.40
Please note AMS points can not be used for this product
Probability Theory
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Probability Theory: A Foundational Course
R. P. Pakshirajan University of Mysore, Mysore, India
A publication of Hindustan Book Agency
Hardcover ISBN:  978-93-80250-44-1
Product Code:  HIN/60
List Price: $68.00
AMS Member Price: $54.40
Please note AMS points can not be used for this product
  • Book Details
     
     
    Hindustan Book Agency
    Volume: 602013; 564 pp
    MSC: Primary 60;

    This book shares the dictum of J. L. Doob in treating probability theory as a branch of measure theory and establishes this relationship early. Probability measures in product spaces are introduced right at the start as a way of laying the groundwork to later claim the existence of stochastic processes with prescribed finite-dimensional distributions.

    Other topics analyzed in the book include supports of probability measures, zero-one laws in product measure spaces, the Erdös-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 textbook for students pursuing graduate programs in mathematics and/or statistics. The book aims to help teachers present the theory with ease and to help students sustain their interest and joy in learning the subject.

    A publication of Hindustan Book Agency; distributed within the Americas by the American Mathematical Society. Maximum discount of 20% for all commercial channels.

    Readership

    Students interested in mathematics and/or statistics.

  • Requests
     
     
    Review Copy – for publishers of book reviews
    Accessibility – to request an alternate format of an AMS title
Volume: 602013; 564 pp
MSC: Primary 60;

This book shares the dictum of J. L. Doob in treating probability theory as a branch of measure theory and establishes this relationship early. Probability measures in product spaces are introduced right at the start as a way of laying the groundwork to later claim the existence of stochastic processes with prescribed finite-dimensional distributions.

Other topics analyzed in the book include supports of probability measures, zero-one laws in product measure spaces, the Erdös-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 textbook for students pursuing graduate programs in mathematics and/or statistics. The book aims to help teachers present the theory with ease and to help students sustain their interest and joy in learning the subject.

A publication of Hindustan Book Agency; distributed within the Americas by the American Mathematical Society. Maximum discount of 20% for all commercial channels.

Readership

Students interested in mathematics and/or statistics.

Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.