An Introduction to Probability Theory and Its Applications, Volume 2
The exponential and the uniform densities; Special densities. Randomization; Densities in higher dimensions. Normal densities and processes; Probability measures and spaces; Probability distributions in Rr; A survey of some important distributions and processes; Laws of large numbers. Aplications in analysis; The basic limit theorems; Infinitely divisible distributions and semi-groups; Markov processes and semi-groups; Renewal theory; Random walks in R1; Laplace transforms. Tauberian theorems. Resolvents; Aplications of Laplace transforms; Characteristic functions; Expansions related to the central limit theorem; Infinitely divisible distributions; Applications of Fourier methods to ramdom walks; harmonic analysis; Answers to problems.
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Best alphabetic book so far...
Review: An Introduction to Probability Theory and Its Applications, Volume 1User Review - DJ - Goodreads
Greatly enjoyed my intro probability class but interested in plugging holes and exploring further. Heard this was the probability monogram and have high expectations. Read full review