# Probability Theory: A Foundational Course

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*R. P. Pakshirajan*

A publication of Hindustan Book Agency

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.