Advanced Probability Theory, Second Edition

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.

List 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.

About the author

Galambos\, Janos

Summary

Covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This book provides examples 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.

Product details

• Authors: Janos Galambos, Galambos Janos
• Publisher: Taylor and Francis
• Languages: English
• Product format: Hardback
• Released: 08.08.1995
• EAN: 9780824793326
• ISBN: 978-0-8247-9332-6
• No. of pages: 480
• Weight: 1050 g
• Series: Probability: Pure and Applied
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Analysis; MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied, Probability & statistics, Applied mathematics, Probability and statistics