Lecture Notes on Mathematical Probability Theory

Document from the year 2020 in the subject Mathematics - Stochastics, Sardar Patel University, language: English, abstract: This Lecture Notes teach the advancement from basic probability theory to central limit theorem as a rigorous mathematical subject. Chapter 1 provides an introduction to random variables, probability space and distribution functions. Chapter 2 presents joint distribution functions, expectations and some well known inequalities concern with the expectation. Chapter 3 concern with the various types of convergence of random variables and related theorems. Also strong law of large numbers has been discussed. Chapter 4 deals with characteristic functions, inversion formula and weak convergence. Sufficient number of examples are given to digest theory.

Product details

• Authors: Sanjay Ghevariya
• Publisher: Grin Verlag
• Languages: English, German
• Product format: Paperback / Softback
• Released: 01.01.2020
• EAN: 9783346162328
• ISBN: 978-3-346-16232-8
• No. of pages: 64
• Dimensions: 148 mm x 210 mm x 4 mm
• Weight: 107 g
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics