A first look at rigorous probability theory / Jeffrey S. Rosenthal.

• 1. The need for measure theory -- 2. Probability triples -- 3. Further probabilistic foundations -- 4. Expected values -- 5. Inequalities and convergence -- 6. Distributions of random variables -- 7. Stochastic processes and gambling games -- 8. Discrete Markov chains -- 9. More probability theorems -- 10. Weak convergence -- 11. Characteristic functions -- 12. Decomposition of probability laws -- 13. Conditional probability and expectation -- 14. Martingales -- 15. General stochastic processes -- A. Mathematical Background -- B. Bibliography. 

Ämnesord

Sannolikhet  (sao)

Probabilities  (LCSH)

Measure theory  (LCSH)

Probability measures  (LCSH)

Probabilities  (LCSH)

Indexterm och SAB-rubrik

Th Sannolikhetskalkyl och matematisk statistik

Klassifikation

519 (DDC)

60-01 (msc)

60F05 (msc)

60F15 (msc)

60G42 (msc)

Th (kssb/8)