A first look at rigorous probability theory
- 2nd ed.
- Singapore ; World Scientific, 2019
- xvi, 219 p. : ill. ;
Includes bibliographical references (p. 209-211) and index.
The need for measure theory -- Probability triples -- Further probabilistic foundations -- Expected values -- Inequalities and convergence -- Distributions of random variables -- Stochastic processes and gambling games -- Discrete Markov chains -- More probability theorems -- Weak convergence -- Characteristic functions -- Decomposition of probability laws -- Conditional probability and expectation -- Martingales -- General stochastic processes -- Mathematical background.
9789812703712
Probabilities. Measure theory. Probability measures.