Probability theory, an analytic view

＜図書＞
Probability theory, an analytic view

責任表示	Daniel W. Stroock
データ種別	図書
出版情報	Cambridge : Cambridge University Press , 1993
本文言語	英語
大きさ	xvi, 512 p. ; 26 cm
概要	This revised edition of Daniel W. Stroock's classic text is suitable for a first-year graduate course on probability theory. By modern standards the topics treated are classical and the techniques use... far-ranging: Dr. Stroock does not approach the subject as a monolithic structure resting on a few basic principles. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. Stroock covers conditional expectation values in the second half where he applies them to the study of martingales. He also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory. Student prerequisites are a good grasp of introductory, undergraduate probability theory and a reasonably sophisticated knowledge of analysis. 続きを見る