Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication.
This clear exposition begins with basic concepts and moves on to combination of events, dependent events and random variables, Bernoulli trials and the De Moivre-Laplace theorem, and more. Includes 150 problems, many with answers.
Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations.
This book is intended as an introduction to Probability Theory and Mathematical Statistics for students in mathematics, the physical sciences, engineering, and related fields.
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications.
This book discusses the probability spaces and distributions, stochastic independence, basic limiting operations, and strong limit theorems for independent random variables.
Written for undergraduate and graduate students in statistics, mathematics, engineering, finance, and actuarial science, this guided tour discusses advanced topics in probability including measure theory, limit theorems, bounding ...
The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability the ory before entering into more advanced courses (in probability and/or statistics).
The first part of the book covers discrete random variables, using the same approach, basedon Kolmogorov's axioms for probability, used later for the general case. The text is divided into sixteen lectures, each covering a major topic.
This introductory text is the product of his extensive teaching experience and is geared toward readers who wish to learn the basics of probability theory, as well as those who wish to attain a thorough knowledge in the field.
This book presents a selection of topics from probability theory.