Modern Probability Theory
The Book Continues To Cover The Syllabus Of A One-Year Course On Probability Theory. The Rigorous Axiomatic Approach Continues To Be Followed. For Those Who Plan To Apply Probability Models In Their Chosen Areas The Book Will Provide The Necessary Foundation. For Those Who Want To Proceed To Work In The Area Of Stochastic Processes, The Present Work Will Provide The Necessary Preliminary Background. It Can Be Used By Probabilists, Statisticians And Mathematicians. In The Present Revised Edition Many Concepts Have Been Elaborated. Clarifications Are Given For A Number Of Steps In The Proofs Of Results Derived. Additional Examples And Problems Are Given At The End Of Different Chapters. An Additional Preliminary Chapter Has Been Added So That Students Can Recapitulate The Topics Normally Covered In The Undergraduate Courses. It Also Forms The Foundation For Topics Covered In The Remaining Chapters. The Third Edition Incorporates The Suggestions For Improvements Received By The Author When The Earlier Editions Were In Circulation. With The Additional Features And Most Of The Errors Weeded Out, The Book Is Hoped To Become More Useful In The Hands Of Students And Teachers.
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Sets and Classes of Events
Expectation and Moments
Laws of Large Numbers
Finite Markov Chain
a-field induced arbitrary binomial Borel field Borel function Borel sets bounded called Chapter COMPLEMENTS AND PROBLEMS continuous convergence in probability convergence theorem converges a.s. Corollary countable cr-field defined definition denoted dF(x distribution function dominated convergence theorem Example exists field containing finite number Fn(x Hence implies independent r.v.'s indicator functions inequality infinite integrable large numbers law of large Lebesgue Lebesgue measure Lemma Let Xn lim Xn limit martingale measurable function minimal a-field containing monotone mutually independent non-negative outcomes P[Xn Poisson probability density function probability distribution probability measure probability space probability theory Proof properties prove random variable sample points sequence of independent sequence of r.v.'s set function Show Similarly subsets of Q takes the values transition probabilities uniformly vector X(co X(ft Xn's Xn(co zero