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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      Book details

      Publisher American Mathematical Society
      Published 9/30/2001 12:00:00 AM
      ISBN-13 9780821828526
      978-0821828526
      ISBN-10 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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