Probability Theory, an Analytic View
Published on 28. January 2000
Book
Paperback/Softback
556 pages
978-0-521-66349-6 (ISBN)
Description
This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction to modern analysis for those who want to learn what these two topics have to say about each other. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. The introduction of conditional expectation values is postponed until the second part of the book where it is applied to the study of martingales. This section also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory.
Reviews / Votes
'... uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists ... We can expect it to take its place alongside the classics of probability theory.' F. B. Knight, Mathematical Reviews '... a first class work of reference, for technique as well as for results and definitive theory ...' Peter Whittle, The Mathematical Intelligencer 'The various topics are nicely interwoven in what is obviously a well-thought-out exposition. The author's style makes key ideas easy to grasp.' Michael Cranston, Journal of the American Ststistical Association 'As the above list of topics shows, this book is much more than an introduction to probability ... the wealth of material presented and the strong emphasis on the intimate links between probability and analysis make this book worth having.' M. Schewizer, Zentralblatt fuer MathematikMore details
Language
English
Place of publication
Cambridge
United Kingdom
Target group
Professional and scholarly
Product notice
Paperback (trade)
Dimensions
Height: 246 mm
Width: 189 mm
Thickness: 29 mm
Weight
980 gr
ISBN-13
978-0-521-66349-6 (9780521663496)
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Schweitzer Classification
Other editions
New editions
Book
12/2010
2nd Edition
Cambridge University Press
€63.09
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Previous edition
Daniel W. Stroock
Probability Theory, an Analytic View
Book
01/1994
Cambridge University Press
€124.00
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Content
1. Sums of independent random variables; 2. The central limit theorem; 3. Convergence of measures, infinite divisibility, and processes with independent increments; 4. A celebration of Wiener's measure; 5. Conditioning and martingales; 6. Some applications of martingale theory; 7. Continuous martingales and elementary diffiusion theory; 8. A little classical potential theory.