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Probability Theory: A Foundational Course
R. P. Pakshirajan, University of Mysore, India
A publication of Hindustan Book Agency.
cover
Hindustan Book Agency
2013; 564 pp; hardcover
ISBN-13: 978-93-80250-44-1
List Price: US$68
Member Price: US$54.40
Order Code: HIN/60
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This book shares the dictum of J. L. Doob in treating probability theory as a branch of measure theory and establishes this relationship early. Probability measures in product spaces are introduced right at the start as a way of laying the groundwork to later claim the existence of stochastic processes with prescribed finite-dimensional distributions.

Other topics analyzed in the book include supports of probability measures, zero-one laws in product measure spaces, the Erdös-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains.

This book is offered as a textbook for students pursuing graduate programs in mathematics and/or statistics. The book aims to help teachers present the theory with ease and to help students sustain their interest and joy in learning the subject.

A publication of Hindustan Book Agency; distributed within the Americas by the American Mathematical Society. Maximum discount of 20% for all commercial channels.

Readership

Students interested in mathematics and/or statistics.

Table of Contents

  • Probability measures in product spaces
  • Weak convergence of probability measures
  • Characteristic functions
  • Independence
  • The central limit theorem and its ramifications
  • The law of the iterated logarithm
  • Discrete time Markov chains
  • Index
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