Probability Theory with Applications

• Main Authors: Rao, M. M. (Author), Swift, R. J. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2006.
• Edition: Second Edition.
• Series: Mathematics and Its Applications ; 582
• Subjects: Mathematics.; Fourier analysis.; Measure theory.; Functions of real variables.; Information theory.; Probabilities.; Probability Theory and Stochastic Processes.; Real Functions.; Fourier Analysis.; Measure and Integration.; Information and Communication, Circuits.

Probability Theory and Applications is a revised and expanded edition of a successful graduate and reference text. The material in the book is designed for a standard graduate course on probability theory, including some important applications. This new edition contains a detailed treatment of the c...

Table of Contents:

• Foundations
• Background Material and Preliminaries
• Independence and Strong Convergence
• Conditioning and Some Dependence Classes
• Analytical Theory
• Probability Distributions and Characteristic Functions
• Weak Limit Laws
• Applications
• Stopping Times, Martingales, and Convergence
• Limit Laws for Some Dependent Sequences
• A Glimpse of Stochastic Processes.