An introduction to probability theory and its applications

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Wiley, 1971 - Business & Economics - 704 pages
2 Reviews
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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User Review  - redgiant - LibraryThing

If you were to lock me up for a year and allow only one book for the whole time, this is the book I would take with me. The way each problem is treated is delightful. The book is slightly dated and so ... Read full review

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User Review  - bluetyson - LibraryThing

A really, reall dull mathematics text. An important book, but this one you will not be pleased with having to read, or at least I never came across anyone that was, when I had to use it. Highly detailed and quite complex look at the probability subject for the tertiary level beginner. Read full review


The Exponential and the Uniform Densities
Densities Convolutions
The Exponential Density

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