Item Successfully Added to Cart
An error was encountered while trying to add the item to the cart. Please try again.
OK
Please make all selections above before adding to cart
OK
The following link can be shared to navigate to this page. You can select the link to copy or click the 'Copy To Clipboard' button below.
Copy To Clipboard
Successfully Copied!
Probability
 
Davar Khoshnevisan University of Utah, Salt Lake City, UT
Front Cover for Probability
Available Formats:
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
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $78.00
MAA Member Price: $70.20
AMS Member Price: $62.40
Front Cover for Probability
Click above image for expanded view
  • Front Cover for Probability
  • Back Cover for Probability
Probability
Davar Khoshnevisan University of Utah, Salt Lake City, UT
Available Formats:
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
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $78.00
MAA Member Price: $70.20
AMS Member Price: $62.40
  • Book Details
     
     
    Graduate Studies in Mathematics
    Volume: 802007
    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
  • Request Exam/Desk Copy
  • Request Review Copy
  • Get Permissions
Volume: 802007
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
You may be interested in...
Please select which format for which you are requesting permissions.