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