Probability / Leo Breiman.

Format:

Book

Author/Creator:

Breiman, Leo.

Contributor:

Society for Industrial and Applied Mathematics.

Series:

Classics in applied mathematics ; 7.

Classics in applied mathematics ; 7

Language:

English

Subjects (All):

Probabilities.

Physical Description:

1 electronic text (xiii, 421 p.) : ill., digital file.

Place of Publication:

Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1992.

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

Well known for the clear, inductive nature of its exposition, this reprint volume is an excellent introduction to mathematical probability theory. It may be used as a graduate-level text in one- or two-semester courses in probability for students who are familiar with basic measure theory, or as a supplement in courses in stochastic processes or mathematical statistics. Designed around the needs of the student, this book achieves readability and clarity by giving the most important results in each area while not dwelling on any one subject. Each new idea or concept is introduced from an intuitive, common-sense point of view. Students are helped to understand why things work, instead of being given a dry theorem-proof regime.

Contents:

Chapter 1. Introduction

Chapter 2. Mathematical framework

Chapter 3. Independence

Chapter 4. Conditional probability and conditional expectation

Chapter 5. Martingales

Chapter 6. Stationary processes and the Ergodic theorem

Chapter 7. Markov chains

Chapter 8. Convergence in distribution and the tools thereof

Chapter 9. The one-dimensional central limit problem

Chapter 10. The renewal theorem and local limit theorem

Chapter 11. Multidimensional central limit theorem and Gaussian processes

Chapter 12. Stochastic processes and Brownian motion

Chapter 13. Invariance theorems

Chapter 14. Martingales and processes with stationary, independent increments

Chapter 15. Markov processes, introduction and pure jump case

Chapter 16. Diffusions

Appendix. On measure and function theory

Bibliography

Index.

Notes:

Originally published: Reading, Mass. : Addison-Wesley Pub. Co., 1968, in series: Addison-Wesley series in statistics.

Includes bibliographical references (p. 405-411) and index.

Title from title screen, viewed 04/05/2011.

ISBN:

1-61197-128-4

Publisher Number:

CL07 SIAM