INTRODUCTION TO MATHEMATICAL PROBABILITY THEORY

✍ Scribed by MARTIN EISEN

• Publisher: PRENTICE-HALL
• Year: 1969
• Tongue: English
• Leaves: 568
• Edition: 1
• Category: Library

✦ Synopsis

This book was written as an introduction to elementary mathematical probability theory. In the first part of the book, probability theory in discrete spaces is used to introduce measure theory. Then measure theory and integration are studied and applied in general probability spaces. The last part of the book is devoted to laws of large numbers and classical limit theorems.