Logo

Mathematical Foundations of Probability Theory

Small book cover: Mathematical Foundations of Probability Theory

Mathematical Foundations of Probability Theory
by

Publisher: arXiv.org
Number of pages: 378

Description:
The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and constitutes a firm preparation to the study of Random Analysis and Stochastic processes.

Home page url

Download or read it online for free here:
Download link
(1.8MB, PDF)

Similar books

Book cover: Introduction to ProbabilityIntroduction to Probability
by - American Mathematical Society
The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.
(60392 views)
Book cover: Probability CourseProbability Course
by - David Ellerman
In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.
(4117 views)
Book cover: Introduction to ProbabilityIntroduction to Probability
by - BookBoon
In this book you will find the basic mathematics of probability theory that is needed by engineers and university students. Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.
(8158 views)
Book cover: Stochastic ProcessesStochastic Processes
by - The University of Kansas
From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.
(9019 views)