Probability Theory: A Comprehensive Course

Probability Theory: A Comprehensive Course
ISBN-10
1848000480
ISBN-13
9781848000483
Series
Probability Theory
Category
Mathematics
Pages
621
Language
English
Published
2007-12-31
Publisher
Springer Science & Business Media
Author
Achim Klenke

Description

Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations. It covers a wide variety of topics, many of which are not usually found in introductory textbooks. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation.

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