Probability Theory, an Analytic View

✍ Scribed by Daniel W. Stroock

Year: 2000
Tongue: English
Leaves: 550
Edition: Revised
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This revised edition of Daniel W. Stroock's classic text is suitable for a first-year graduate course on probability theory. By modern standards the topics treated are classical and the techniques used far-ranging: Dr. Stroock does not approach the subject as a monolithic structure resting on a few basic principles. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. Stroock covers conditional expectation values in the second half where he applies them to the study of martingales. He also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory. Student prerequisites are a good grasp of introductory, undergraduate probability theory and a reasonably sophisticated knowledge of analysis.

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