Probability Theory
Varadhan, S. R. Srinivasa
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation
Catégories:
Année:
2001
Editeur::
American Mathematical Society, Courant Institute of Mathematical Sciences, R.I
Langue:
english
Pages:
167
ISBN 10:
0821828525
ISBN 13:
9780821828526
Collection:
Courant lecture notes in mathematics 7
Fichier:
PDF, 822 KB
IPFS:
,
english, 2001