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Probability Theory II (Graduate Texts in Mathematics)

ISBN: 9780387902623

出版社: Springer

出版年: 1994-08-12

页数: 436

定价: USD 79.95

装帧: Hardcover

内容简介


This book is intended as a text for graduate students and as a reference for workers in probability and statistics. The prerequisite is honest calculus. The material covered in Parts Two to Five inclusive requires about three to four semesters of graduate study. The introductory part may serve as a text for an undergraduate course in elementary probability theory. Numerous historical marks about results, methods, and the evolution of various fields are an intrinsic part of the text. About a third of the second volume is devoted to conditioning and properties of sequences of various types of dependence. The other two thirds are devoted to random functions; the last Part on Elements of random analysis is more sophisticated.