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Description
A Graduate Course in ProbabilitySuitable for a graduate course in analytic probability theory, this text requires no previous knowledge of probability and only a limited background in real analysis. In addition to providing instruction for graduate students in mathematics and mathematical statistics, the book features detailed proofs that offer direct access to the basic theorems of probability theory for mathematicians of all interests. The treatment strikes a balance between
Suitable for a graduate course in analytic probability theory, this text requires no previous knowledge of probability and only a limited background in real analysis. In addition to providing instruction for graduate students in mathematics and mathematical statistics, the book features detailed proofs that offer direct access to the basic theorems of probability theory for mathematicians of all interests.The treatment strikes a balance between measure-theoretic aspects of probability and distribution aspects, presenting some of the basic theorems of analytic probability theory in a cohesive manner. Statements are rendered as simply as possible in order to make them easy to remember and to demonstrate the essential idea behind each proof. Topics include probability spaces and distributions, stochastic independence, basic limiting operations, strong limit theorems for independent random variables, the central limit theorem, conditional expectation and Martingale theory, and an introduction to stochastic processes, particularly Brownian motion. Each section concludes with problems that reinforce the preceding material.
Binding Type: Paperback
Publisher: Dover Publications
Published: 02/20/2014
ISBN: 9780486493039
Pages: 273
Weight: 0.85lbs
Size: 8.90h x 6.00w x 0.60d
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★★★★★ 5
Value based ERM processes
Format: Kindle
I liked the read because it is an easy read and probably the only book one needs for ERM.
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Reviewed in the United States on December 12, 2020
★★★★★ 5
This is the book I recommend to all my clients who are interested in risk ...
Format: Hardcover
This is the book I recommend to all my clients who are interested in risk management. Sim Segal does a terrific job of providing a thorough, concise, readable, and actionable manual for understanding and implementing enterprise risk management.
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Reviewed in the United States on October 3, 2014
★★★★★ 5
Great for law students
Format: Paperback
Book arrived in great condition. Perfect for those attending law school.
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Reviewed in the United States on August 19, 2025
★★★★★ 5
Discusses all areas and needs
Format: Paperback
Very clear and concise. Great tool
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Reviewed in the United States on March 5, 2018
★★★★★ 5
Five Stars
Format: Paperback
Exactly what I expected
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Reviewed in the United States on August 4, 2016