A Basic Course on Probability Theory
Publication year: 2007
ISBN: 978-0-387-71939-9
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The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. Theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference.
Subject: Mathematics and Statistics, Bhattacharya, Brownian Motion, Monty Hall problem, Probability, Probability theory, Variance, Waymire, measure theory
