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Front Cover 1 A Course in Probability Theory 3 Copyright Page 5 Table of Contents 6 Preface 8 Preface to the first edition 10 Chapter 1. Distribution function 16 1.1 Monotone functions 16 1.2 Distribution functions 22 1.3 Absolutely continuous and singular distributions 25 Chapter 2. Measure theory 30 2.1 Classes of sets 30 2.2 Probability measures and their distribution functions 35 Chapter 3. Random variable. Expectation. Independence 47 3.1 General definitions 47 3.2 Properties of mathematical expectation 54 3.3 Independence 64 Chapter 4. Convergence concepts 79 4.1 Various modes of convergence 79 4.2 Almost sure convergence; Borel-Cantelli lemma 86 4.3 Vague convergence 94 4.4 Continuation 101 4.5 Uniform integrability; convergence of moments 109 Chapter 5. Law of large numbers. Random series 116 5.1 Simple limit theorems 116 5.2 Weak law of large numbers 122 5.3 Convergence of series 130 5.4 Strong law of large numbers 138 5.5 Applications 146 Bibliographical Not 156 Chapter 6. Characteristic function 157 6.1 General properties; convolutions 157 6.2 Uniqueness and inversion 167 6.3 Convergence theorems 175 6.4 Simple applications 181 6.5 Representation theorems 193 6.6 Multidi
- Author
- Kai Lai Chung
- Publisher
- Academic Press
- Language
- EN
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