Advanced Probability Theory, Second Edition,  book cover
2nd Edition

Advanced Probability Theory, Second Edition,

ISBN 9780367401634
Published September 5, 2019 by CRC Press
480 Pages

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Book Description

This work thoroughly covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This edition provides examples early in the text of practical problems such as the safety of a piece of engineering equipment or the inevitability of wrong conclusions in seemingly accurate medical tests for AIDS and cancer.;College or university bookstores may order five or more copies at a special student price which is available upon request from Marcel Dekker, Inc.

Table of Contents

Review of basic concepts; expectation and integral, weak and strong convergence; transforms of distribution; infinite sequences of independent random variables; weak convergence; triangular arrays of independent random variables, infinitely divisible distributions; indipendent and identically distributed random variables; conditional exceptions; martingales; topics in the theory of stochastic processes; hints for solutions of exercises.

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