'... uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists. ... We can expect it to take its place alongside the classics of probability theory.' Mathematical Reviews

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.
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This second edition of Daniel W. Stroock's classic probability theory textbook is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability. It includes more than 750 exercises and revised material on the treatment of Levy processes and a detailed account of Gaussian measures on a Banach space.
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1. Sums of independent random variables; 2. The central limit theorem; 3. Infinitely divisible laws; 4. Levy processes; 5. Conditioning and martingales; 6. Some extensions and applications of martingale theory; 7. Continuous parameter martingales; 8. Gaussian measures on a Banach space; 9. Convergence of measures on a Polish space; 10. Wiener measure and partial differential equations; 11. Some classical potential theory.
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A second edition of Daniel W. Stroock's classic probability theory textbook suitable for first-year graduate students with a good grasp of introductory, undergraduate probability.

Product details

ISBN
9780521132503
Published
2010-12-31
Edition
2. edition
Publisher
Cambridge University Press
Weight
920 gr
Height
251 mm
Width
178 mm
Thickness
30 mm
Age
06, P
Language
Product language
Engelsk
Format
Product format
Heftet
Number of pages
548

Biographical note

Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Partial Differential Equations for Probabilists (2008).