A Basic Course on Probability Theory

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

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