Probability Theory, an Analytic View

"This text provides a rigorous, yet entertaining, introduction to modern probability theory and the analytic ideas and tools on which it relies. The third edition includes a new treatment of the Gaussian isoperimetric inequality and numerous improvements and clarifications. With more than 750 exercises, it is ideal for first-year graduate students"--

List of contents

Notation; 1. Sums of independent random variables; 2. The central limit theorem; 3. Infinitely divisible laws; 4. Lévy processes; 5. Conditioning and martingales; 6. Some extensions and applications of martingale theory; 7. Continuous parameter martingales; 8. Gaussian measures on a Banach space; 9. Convergence of measures on a Polish space; 10. Wiener measure and partial differential equations; 11. Some classical potential theory; References; Index.

About the author

Daniel W. Stroock is Simons Professor Emeritus of Mathematics at the Massachusetts Institute of Technology. He has published numerous articles and books, most recently 'Elements of Stochastic Calculus and Analysis' (2018) and 'Gaussian Measures in Finite and Infinite Dimensions' (2023).

Product details

• Authors: Daniel W Stroock, Daniel W. Stroock, Daniel W. (Massachusetts Institute of Tec Stroock, Stroock Daniel W.
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Paperback / Softback
• Released: 01.11.2024
• EAN: 9781009549004
• ISBN: 978-1-0-0954900-4
• No. of pages: 466
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; MATHEMATICS / Mathematical Analysis, Probability & statistics, Calculus & mathematical analysis, Probability and statistics, Calculus and mathematical analysis, For graduate / post-graduate and equivalents