A Basic Course on Probability Theory
- Author
- Rabi Bhattacharya, Edward C. Waymire
- Publication Year
- 2007
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Mathematics and Statistics
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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.
Keywords: Mathematics and Statistics / Bhattacharya / Brownian Motion / Monty Hall problem / Probability / Probability theory / Variance / Waymire / Measure theory