Probability

The brand new edition of this classic text--with more exercises andeasier to use than ever Like the first edition, this new version ofLamperti's classic text succeeds in making this fascinating area ofmathematics accessible to readers who have limited knowledge ofmeasure theory and only some familiarity with elementaryprobability. Streamlined for even greater clarity and with moreexercises to help develop and reinforce skills, Probability isideal for graduate and advanced undergraduate students--both in andout of the classroom. Probability covers:
* Probability spaces, random variables, and other fundamentalconcepts
* Laws of large numbers and random series, including the Law of theIterated Logarithm
* Characteristic functions, limiting distributions for sums andmaxima, and the "Central Limit Problem"
* The Brownian Motion process Foundations.

Laws of Large Numbers and Random Series.

Limiting Distributions and the Central Limit Problem.

The Brownian Motion Process.

Appendix.

Bibliography.

Index.

List of Series Titles. JOHN W. LAMPERTI is Professor of Mathematics at Dartmouth College and the author of Stochastic Processes: A Survey of the Mathematical Theory. The brand new edition of this classic text—with more exercises and easier to use than ever Like the first edition, this new version of Lamperti’s classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students—both in and out of the classroom. Probability covers:

• Probability spaces, random variables, and other fundamental concepts
• Laws of large numbers and random series, including the Law of the Iterated Logarithm
• Characteristic functions, limiting distributions for sums and maxima, and the "Central Limit Problem"
• The Brownian Motion process