Probability Theory (Courant Lecture Notes)
ISBN-13:
9780821828526
ISBN-10:
0821828525
Author:
S.R.S. Varadhan
Publication date:
2001
Publisher:
Amer Mathematical Society
Format:
Paperback
167 pages
Category:
Applied
,
Schools & Teaching
,
Mathematics
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Book details
ISBN-13:
9780821828526
ISBN-10:
0821828525
Author:
S.R.S. Varadhan
Publication date:
2001
Publisher:
Amer Mathematical Society
Format:
Paperback
167 pages
Category:
Applied
,
Schools & Teaching
,
Mathematics
Summary
Probability Theory (Courant Lecture Notes) (ISBN-13: 9780821828526 and ISBN-10: 0821828525), written by authors
S.R.S. Varadhan, was published by Amer Mathematical Society in 2001.
With an overall rating of 3.8 stars, it's a notable title among other
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Description
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.
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