A Probability PathMany probability books are written by mathematicians and have the built in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering.
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Contents
II | 1 |
III | 2 |
IV | 5 |
V | 6 |
VI | 8 |
VII | 11 |
VIII | 13 |
IX | 15 |
LXXVI | 219 |
LXXVII | 222 |
LXXVIII | 226 |
LXXIX | 230 |
LXXX | 234 |
LXXXI | 247 |
LXXXII | 252 |
LXXXIII | 255 |
X | 16 |
XI | 18 |
XII | 20 |
XIII | 29 |
XIV | 35 |
XV | 36 |
XVI | 40 |
XVII | 42 |
XVIII | 43 |
XIX | 49 |
XX | 57 |
XXII | 61 |
XXIII | 63 |
XXIV | 71 |
XXV | 74 |
XXVI | 77 |
XXVII | 80 |
XXVIII | 81 |
XXIX | 83 |
XXX | 85 |
XXXI | 91 |
XXXIV | 93 |
XXXV | 95 |
XXXVII | 98 |
XXXVIII | 100 |
XXXIX | 102 |
XLI | 103 |
XLII | 107 |
XLIII | 110 |
XLIV | 117 |
XLVI | 118 |
XLVII | 119 |
XLIX | 122 |
L | 123 |
LI | 131 |
LII | 134 |
LIII | 135 |
LIV | 137 |
LV | 139 |
LVII | 143 |
LVIII | 147 |
LIX | 149 |
LX | 155 |
LXI | 167 |
LXII | 169 |
LXIII | 170 |
LXIV | 171 |
LXV | 178 |
LXVI | 180 |
LXVII | 182 |
LXVIII | 186 |
LXIX | 189 |
LXX | 195 |
LXXI | 203 |
LXXII | 204 |
LXXIII | 209 |
LXXIV | 213 |
LXXV | 215 |
LXXXIV | 258 |
LXXXV | 261 |
LXXXVI | 263 |
LXXXVII | 267 |
LXXXVIII | 268 |
LXXXIX | 270 |
XC | 274 |
XCI | 278 |
XCII | 282 |
XCIII | 293 |
XCIV | 294 |
XCV | 295 |
XCVI | 297 |
XCVIII | 301 |
XCIX | 302 |
C | 307 |
CII | 309 |
CIII | 311 |
CIV | 312 |
CV | 314 |
CVI | 321 |
CVII | 333 |
CVIII | 339 |
CIX | 344 |
CX | 353 |
CXI | 356 |
CXII | 360 |
CXIV | 363 |
CXV | 366 |
CXVI | 367 |
CXVII | 369 |
CXIX | 371 |
CXX | 374 |
CXXI | 377 |
CXXII | 379 |
CXXIV | 380 |
CXXV | 382 |
CXXVI | 386 |
CXXVIII | 387 |
CXXIX | 388 |
CXXX | 390 |
CXXXI | 392 |
CXXXII | 398 |
CXXXIII | 400 |
CXXXIV | 402 |
CXXXV | 407 |
CXXXVI | 409 |
CXXXVII | 412 |
CXXXVIII | 416 |
CXL | 419 |
CXLI | 420 |
CXLII | 425 |
CXLIII | 428 |
CXLIV | 429 |
443 | |
445 | |
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Common terms and phrases
a-field apply approximating assertion assume basic bounded called Chapter claim closed common compute conclude condition consider constant construct containing continuous convergence Corollary countable Define definition density discuss disjoint distribution function elements equality equivalent example Exercise exists expectation extension fact field finite given gives hence holds implies independent independent random variables inequality integrable interval Lebesgue Lemma lim sup limit martingale means measure monotone non-negative normal Note observe positive probability measure probability space Proof Proposition prove random variables Recall regular respect result sample satisfying says sequence sequence of random Show side simple Step stopping strategy subsequence subsets suffices sums supermartingale Suppose surely Theorem theory true uniform uniformly union unique verify write