An introduction to probability theory and its applications

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Wiley, 1971 - Mathematics - 704 pages
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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

Contents

The Exponential and the Uniform Densities
1
Densities Convolutions
3
The Exponential Density
8
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