| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
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Book DetailsGraduate Studies in MathematicsVolume: 80; 2007; 224 ppMSC: 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.
ReadershipGraduate students interested in probability theory.
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Table of Contents
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Chapters
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Chapter 1. Classical probability
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Chapter 2. Bernoulli trials
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Chapter 3. Measure theory
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Chapter 4. Integration
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Chapter 5. Product spaces
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Chapter 6. Independence
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Chapter 7. The central limit theorem
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Chapter 8. Martingales
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Chapter 9. Brownian motion
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Chapter 10. Terminus: Stochastic integration
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Appendix
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Additional Material
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Reviews
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...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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RequestsReview Copy – for publishers of book reviewsDesk Copy – for instructors who have adopted an AMS textbook for a courseExamination Copy – for faculty considering an AMS textbook for a coursePermission – for use of book, eBook, or Journal contentAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Additional Material
- Reviews
- Requests
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.
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
