Includes bibliographical references (pages 443-444) and index.
CONTENTS NOTE
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1. Sets and Events -- 2. Probability Spaces -- 3. Random Variables, Elements, and Measurable Maps -- 4. Independence -- 5. Integration and Expectation -- 6. Convergence Concepts -- 7. Laws of Large Numbers and Sums of Independent Random Variables -- 8. Convergence in Distribution -- 9. Characteristic Functions and the Central Limit Theorem -- 10. Martingales.
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SUMMARY OR ABSTRACT
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"This textbook is geared toward beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering."--Jacket.