| Hardcover ISBN: | 978-0-8218-4215-7 |
| Product Code: | GSM/80 |
| 224 pp | |
| List Price: | $52.00 |
| MAA Member Price: | $46.80 |
| AMS Member Price: | $41.60 |
| Electronic ISBN: | 978-1-4704-1157-2 |
| Product Code: | GSM/80.E |
| 224 pp | |
| List Price: | $49.00 |
| MAA Member Price: | $44.10 |
| AMS Member Price: | $39.20 |
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Book DetailsGraduate Studies in MathematicsVolume: 80; 2007MSC: 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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- Book Details
- Table of Contents
- Additional Material
- Reviews
-
- Request Review Copy
- Request Exam/Desk Copy
- Get Permissions
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
