Mathematics of Probability

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American Mathematical Soc., Jul 5, 2013 - Mathematics - 284 pages
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This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probabili
 

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Contents

Probability Theory on Uncountable Sample Spaces
55
Some Applications to Probability Theory
105
The Central Limit Theorem and Gaussian Distributions
135
Discrete Parameter Stochastic Processes
159
Some ContinuousTime Processes
193
Martingales
225
Notation
275
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About the author (2013)

Daniel W. Stroock, Massachusetts Institute of Technology, Cambridge, MA, USA

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