Description

Treats Probability Theory as a branch of Measure Theory. Probability measures in product spaces are introduced at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics include supports of probability measures, functional central limit theorem and functional law of the iterated logarithm for independent variables, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains.

Probability Theory A Foundational Course Hindustan Book Agency 63 Texts and Readings in Mathematics

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Hardback by R. P. Pakshirajan

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Treats Probability Theory as a branch of Measure Theory. Probability measures in product spaces are introduced at the start by... Read more

    Publisher: Hindustan Book Agency
    Publication Date: 1/30/2013
    ISBN13: 9789380250441, 978-9380250441
    ISBN10: 9380250444

    Non Fiction , Mathematics & Science , Education

    Description

    Treats Probability Theory as a branch of Measure Theory. Probability measures in product spaces are introduced at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics include supports of probability measures, functional central limit theorem and functional law of the iterated logarithm for independent variables, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains.

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