1st Edition

Probability For Analysts

By Karl Stromberg Copyright 1994
    342 Pages
    by Chapman & Hall

    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.

    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

    Biography

    Stromberg, Karl