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A Modern Approach to Probability Theory

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Cover of 'A Modern Approach to Probability Theory'

Table of Contents

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    Book Overview
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    Chapter 1 Probability Spaces
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    Chapter 2 Random Variables
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    Chapter 3 Distribution Functions
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    Chapter 4 Expectations: Theory
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    Chapter 5 Expectations: Applications
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    Chapter 6 Calculating Probabilities and Measures
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    Chapter 7 Measure Theory: Existence and Uniqueness
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    Chapter 8 Integration Theory
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    Chapter 9 Stochastic Independence
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    Chapter 10 Sums of Independent Random Variables
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    Chapter 11 Random Walk
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    Chapter 12 Theorems of A.S. Convergence
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    Chapter 13 Characteristic Functions
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    Chapter 14 Convergence in Distribution on the Real Line
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    Chapter 15 Distributional Limit Theorems for Partial Sums
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    Chapter 16 Infinitely Divisible Distributions as Limits
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    Chapter 17 Stable Distributions as Limits
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    Chapter 18 Convergence in Distribution on Polish Spaces
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    Chapter 19 The Invariance Principle and Brownian Motion
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    Chapter 20 Spaces of Random Variables
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    Chapter 21 Conditional Probabilities
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    Chapter 22 Construction of Random Sequences
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    Chapter 23 Conditional Expectations
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    Chapter 24 Martingales
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    Chapter 25 Renewal Sequences
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    Chapter 26 Time-homogeneous Markov Sequences
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    Chapter 27 Exchangeable Sequences
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    Chapter 28 Stationary Sequences
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    Chapter 29 Point Processes
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    Chapter 30 Lévy Processes
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    Chapter 31 Introduction to Markov Processes
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    Chapter 32 Interacting Particle Systems
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    Chapter 33 Diffusions and Stochastic Calculus
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Mentioned by

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2 X users
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6 institutions with syllabi
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3 Wikipedia pages

Citations

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Title
A Modern Approach to Probability Theory
Published by
Birkhäuser Boston, November 2013
DOI 10.1007/978-1-4899-2837-5
ISBNs
978-1-4899-2837-5, 978-1-4899-2839-9
Authors

Fristedt, Bert, Gray, Lawrence

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X Demographics

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 4 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 4 100%

Demographic breakdown

Readers by professional status Count As %
Professor 1 25%
Student > Ph. D. Student 1 25%
Student > Bachelor 1 25%
Lecturer 1 25%
Readers by discipline Count As %
Engineering 2 50%
Economics, Econometrics and Finance 1 25%
Mathematics 1 25%