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Probability Theory: An Analytic View, Second Edition by Daniel W. Stroock is a nonfiction available to read on EtoBox.

What is Probability Theory: An Analytic View, Second Edition about?

This Second Edition Of Daniel W. Stroock's Text Is Suitable For First-year Graduate Students With A Good Grasp Of Introductory, Undergraduate Probability Theory And A Sound Grounding In Analysis. It Is Intended To Provide Readers With An Introduction To Probability Theory And The Analytic Ideas And Tools On Which The Modern Theory Relies. It Includes More Than 750 Exercises. Much Of The Content Has Undergone Significant Revision. In Particular, The Treatment Of Levy Processes Has Been Rewritten, And A Detailed Account Of Gaussian Measures On A Banach Space Is Given. The First Part Of The Book Deals With Independent Random Variables, Central Limit Phenomena, And The Construction Of Levy Processes, Including Brownian Motion. Conditioning Is Developed And Applied To Discrete Parameter Martingales In Chapter 5, Chapter 6 Contains The Ergodic Theorem And Burkholder's Inequality, And Continuous Parameter Martingales Are Discussed In Chapter 7. Chapter 8 Is Devoted To Gaussian Measures On A Banach Space, Where They Are Treated From The Abstract Wiener Space Perspective. The Abstract Theory Of Weak Convergence Is Developed In Chapter 9, Which Ends With A Proof Of Donsker's Invariance Princ

Who reads Probability Theory: An Analytic View, Second Edition?

Author

Daniel W. Stroock

Publisher

Cambridge University Press (Virtual Publishing)

Published

2010

Language

EN

ISBN

9781139011884

Category

nonfiction

Subjects

Mathematics, Stem