Universitext

Probability Theory

An Advanced Course

Authors: Borkar, Vivek S.

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About this Textbook

This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison­ Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.

Table of contents (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook $69.99
price for USA in USD (gross)
  • ISBN 978-1-4612-0791-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA in USD
  • ISBN 978-0-387-94558-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Probability Theory
Book Subtitle
An Advanced Course
Authors
Series Title
Universitext
Copyright
1995
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-0791-7
DOI
10.1007/978-1-4612-0791-7
Softcover ISBN
978-0-387-94558-3
Series ISSN
0172-5939
Edition Number
1
Number of Pages
XIV, 138
Topics