Probability
AUD$170.00
inc GSTWell known for the clear, inductive nature of its exposition, this reprint volume is an excellent introduction to mathematical probability theory. It may be used as a graduate-level text in one- or two-semester courses in probability for students who are familiar with basic measure theory, or as a supplement in courses in stochastic processes or mathematical statistics. Designed around the needs of the student, this book achieves readability and clarity by giving the most important results in each area while not dwelling on any one subject. Each new idea or concept is introduced from an intuitive, common-sense point of view. Students are helped to understand why things work, instead of being given a dry theorem-proof regime.
- Suitable for advanced graduate level students, as well as statisticians, engineers, and mathematicians interested in the field
- Designed around the needs of the student, it clearly presents the most important results in each area while not dwelling on any one subject
- Students are helped to understand why things work, instead of being given a dry theorem-proof regime
Reviews & endorsements
'This excellent textbook by L. Breiman, which was used by many people to learn probability and which was out of print for some years, is again available as an unchanged republication. It gives an introduction to probability based on measure theory.' F. Hofbauer, Monatschefte für Mathematik
'A reprint of the 1986 Addison-Wesley text, long out of print (TR, October 1968). This is one of the true classics in the field of probability and its reappearance is welcome. At this price it belongs on the shelf of every student and professional in the area.' American Mathematical Monthly
'The style of writing is very informal and chatty. With a few exceptions this goes over quite well. Though one might reproach the author with an undue haste in keeping the reader's attention, and in skimming the cream of many subjects, the overall effect is good and may to some extent alleviate the discouragement of many non-specialists who want a reasonably modern account not overly encumbered with heavy analytic and set-theoretic preliminaries.' D. A. Darling, Mathematical Reviews
'This book is written on an advanced graduate level and addresses statisticians, engineers, and mathematicians who are interested in probability theory and measure and function theory.' Ion A. Craciun, Recenzii
Product details
May 1992Paperback
9780898712964
435 pages
228 × 152 × 23 mm
0.585kg
This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Table of Contents
- 1. Introduction
- 2. Mathematical framework
- 3. Independence
- 4. Conditional probability and conditional expectation
- 5. Martingales
- 6. Stationary processes and the ergodic theorem
- 7. Markov chains
- 8. Convergence in distribution and the tools thereof
- 9. The one-dimensional central limit problem
- 10. The renewal theorem and local limit theorem
- 11. Multidimensional central limit theorem and Gaussian processes
- 12. Stochastic processes and Brownian motion
- 13. Invariance theorems
- 14. Martingales and processes with stationary, independent increments
- 15. Markov processes, introduction and pure jump case
- 16. Diffusions
- Appendix
- Bibliography
- Index.
