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Author Klenke, Achim

Common Titl Wahrscheinlichkeitstheorie. English
Title Probability theory : a comprehensive course / Achim Klenke

Publ Info London : Springer, [2008]
2008
LOCATION CALL # STATUS NOTE
 RWU Main Library  QA273.18 .K5413 2008    AVAILABLE
 URI  QA273.18 .K5413 2008    AVAILABLE
Descript xii, 616 pages : illustrations ; 24 cm
text rdacontent
unmediated rdamedia
volume rdacarrier
Series Universitext
Note Includes bibliographical references (p. [591]-598) and indexes
Contents 1. Basic Measure Theory -- 2. Independence -- 3. Generating Functions -- 4. The Integral -- 5. Moments and Laws of Large Numbers -- 6. Convergence Theorems -- 7. L[superscript p]-Spaces and the Radon-Nikodym Theorem -- 8. Conditional Expectations -- 9. Martingales -- 10. Optional Sampling Theorems -- 11. Martingale Convergence Theorems and Their Applications -- 12. Backwards Martingales and Exchangeability -- 13. Convergence of Measures -- 14. Probability Measures on Product Spaces -- 15. Characteristic Functions and the Central Limit Theorem -- 16. Infinitely Divisible Distributions -- 17. Markov Chains -- 18. Convergence of Markov Chains -- 19. Markov Chains and Electrical Networks -- 20. Ergodic Theory -- 21. Brownian Motion -- 22. Law of the Iterated Logarithm -- 23. Large Deviations -- 24. The Poisson Point Process -- 25. The Ito Integral -- 26. Stochastic Differential Equations
LC subject Probabilities
ISBN 9781848000476 (acid-free paper)
1848000472 (acid-free paper)
9781848000483 (e-ISBN)
1848000480 (e-ISBN)
Music # 12113149