Varadhan, S. R. S.
Probability Theory (Courant Lecture Notes)
- ISBN 13:
- 9780821828526
- author:
- Varadhan, S. R. S.
- format:
- Paperback
- publisher:
- EDS Publications Ltd. (Consignment)
- language:
- English
- Publication Year:
- 2001
- Pages:
- 167
- Genre:
- Probability & statistics
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Probability Theory by S. R. S. Varadhan presents a comprehensive introduction to probability theory, covering topics typically covered in a first-year graduate course.
The book begins with the development of necessary background material in measure theory, before introducing characteristic functions and studying weak convergence of probability distributions. It then delves into the study of sums of independent random variables, including limit theorems for both weak and strong convergence.
Later chapters focus on dependent random variables, particularly martingales and Markov chains, with topics including standard results regarding discrete parameter martingales, Doob's inequalities, and stationary Gaussian processes. A range of examples and exercises is included to illustrate key concepts.
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