Probability Theory: Independence Interchangeability Martingales

✍ Scribed by Yuan Shih Chow, Henry Teicher (auth.)

Publisher: Springer US
Year: 1978
Tongue: English
Leaves: 469
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-xv
Classes of Sets, Measures, and Probability Spaces....Pages 1-29
Binomial Random Variables....Pages 30-53
Independence....Pages 54-82
Integration in a Probability Space....Pages 83-109
Sums of Independent Random Variables....Pages 110-155
Measure Extensions, Lebesgue-Stieltjes Measure, Kolmogorov Consistency Theorem....Pages 156-197
Conditional Expectation, Conditional Independence, Introduction to Martingales....Pages 198-246
Distribution Functions and Characteristic Functions....Pages 247-289
Central Limit Theorems....Pages 290-323
Limit Theorems for Independent Random Variables....Pages 324-373
Martingales....Pages 374-411
Infinitely Divisible Laws....Pages 412-445
Back Matter....Pages 446-458

✦ Subjects

Probability Theory and Stochastic Processes

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