Basic Probability Theory
by Robert B. Ash
Publisher: Dover Publications 2008
Number of pages: 352
This introductory text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduate students. The text does not require measure theory, but underlying measure-theoretic ideas are sketched.
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by David Nualart - Universitat de Barcelona
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.
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In this book Nelson develops a new approach to probability theory that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
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