Rosenthal, Jeffrey S.

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.

519.2 / ROSE/F