A graduate course in probability / Howard G. Tucker

Auteur principal : Tucker, Howard G., 1922-, AuteurType de document : MonographieCollection : Probability and mathematical statistics, 2Langue : anglais.Pays: Etats Unis.Éditeur : New York : Academic Press, 1967Description : 1 vol. (XIII-273 p.) ; 24 cmISSN: 0079-5607.Bibliographie : Bibliogr. p. 270. Index.Sujet MSC : 60-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theoryEn-ligne : archive.org | MathSciNet Item type: Monographie
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CMI
Salle R
60 TUC (Browse shelf(Opens below)) Available 07112-01

The aim of the author is a text for a year course in analytic probability for students with a first year background in analysis, but not necessarily with a background in probability. The text covers the most-used forms of the convergence theorems, theorems on sums of independent random variables, infinitely divisible distributions, and the central limit theorem. The last two chapters are concerned with martingales and properties of stochastic processes, especially the Poisson process and Brownian motion.
The text is explicit and clear and there are extensive problem sets, so the intent of the book is achieved.
The author disclaims the intent to widely cover the field, and extensive variation of the course would require supplementary material. (MathSciNet)

Bibliogr. p. 270. Index

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