Description

Book Synopsis
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including all the standard topics.

Table of Contents
Measure theory; Weak convergence; Independent sums; Dependent random variables; Martingales; Stationary stochastic processes; Dynamic programming and filtering; Bibliography; Index

Probability Theory

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A Paperback by S.r.s Varadhan

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    Publisher: MP-AMM American Mathematical
    Publication Date: 9/30/2001 12:00:00 AM
    ISBN13: 9780821828526, 978-0821828526
    ISBN10: 0821828525
    Also in:
    Mathematics Stochastics Not Just Books Stationery

    Description

    Book Synopsis
    This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including all the standard topics.

    Table of Contents
    Measure theory; Weak convergence; Independent sums; Dependent random variables; Martingales; Stationary stochastic processes; Dynamic programming and filtering; Bibliography; Index

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