Probability For Analysts: 1st Edition (Hardback) book cover

Probability For Analysts

1st Edition

By Karl Stromberg

Chapman and Hall/CRC

330 pages

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Hardback: 9780412041716
pub: 1994-04-01
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Description

This book will enable researchers and students of analysis to more easily understand research papers in which probabilistic methods are used to prove theorems of analysis, many of which have no other known proofs. The book assumes a course in measure and integration theory but requires little or no background in probability theory. It emplhasizes topics of interest to analysts, including random series, martingales and Brownian motion.

Table of Contents

Fourier transforms on Rd

Weak convergence in M1 (Rd)

Independende

Infinite series of random vectors

Normal distributions and central limits

Martingales

Projective limits and infinite products of probability measures

Brownian motions

Random Fourier series of continuous functions

Fourier coefficients of continuous functions

About the Series

Chapman & Hall/CRC Probability Series

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Subject Categories

BISAC Subject Codes/Headings:
MAT029010
MATHEMATICS / Probability & Statistics / Bayesian Analysis