Rosenthal, Jeffrey Seth

A first look at rigorous probability theory/ Jeffrey S. Rosenthal. - Singapore: River Edge, NJ: World Scientific, c2000. - xiv, 177 p.; 22 cm.

Includes bibliographical references (p. 168-170) and index.

1. The need for measure theory -- 2. Probability triples -- 3. Further probabilistic foundations -- 4. Expected values -- 5. Inequalities and laws of large numbers -- 6. Distributions of random variables -- 7. Stochastic processes and gambling games -- 8. Discrete Markov chains -- 9. Some further probability results -- 10. Weak convergence -- 11. Characteristic functions -- 12. Decomposition of probability laws -- 13. Conditional probability and expectation -- 14. Martingales -- 15. Introduction to other stochastic processes -- Appendix. Mathematical Background .

9810243227 (pbk.) 9810243030

000162477


Probabilités.
Measure theory.
Probability measures

519.2 / R815f