Probability Theory

This is a classic text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability, and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability.

Author: Yuan Shih Chow,Henry Teicher
Publisher: Springer
Published: 09/11/1997
Pages: 489
Binding Type: Hardcover
Weight: 1.87lbs
Size: 9.43h x 6.22w x 1.13d
ISBN: 9780387982281

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