Books  Physical Sciences  Mathematics 

A Basic Course in Probability Theory

By: Rabi Bhattacharya and Edward C Waymire


Paperback | Aug 2007 | #170005 | ISBN-13: 9780387719382
Availability: Usually dispatched within 1-2 weeks Details
NHBS Price: £36.99 $47/€42 approx

About this book

The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. With this goal in mind, the pace is lively, yet thorough. Basic notions of independence and conditional expectation are introduced relatively early on in the text, while conditional expectation is illustrated in detail in the context of martingales, Markov property and strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two highlights. The historic role of size-biasing is emphasized in the contexts of large deviations and in developments of Tauberian Theory.

From the reviews: "Bhattacharya (Univ. of Arizona, Tucson) and Waymire (Oregon State Univ., Corvallis) write to provide the necessary probability background for studying stochastic processes. For students exposed to analysis and measure theory, the book can be used as a graduate-level course resource on probability. ! Every chapter ends with a set of exercises, including numerous solved examples. Appendixes explain measure theory and integration, function spaces and topology, and Hilbert spaces and applications to measure theory. List of symbols. Summing Up: Recommended. Graduate students; faculty and researchers." (D. V. Chopra, CHOICE, Vol. 45 (7), 2008) "The mentioned prerequisites are exposure to measure theory and analysis. Three appendices (29 pages) provide a brief but thorough introduction to the measure theory and functional analysis that is needed. ! This well-written book is full of wonderful probability theory." (Kenneth A. Ross, MathDL, February, 2008) "The book provides the fundamentals of probability theory in a measure-theoretic framework ... . is suitable for advanced undergraduate students and graduate students. The material is presented in a very dense and concise way and each chapter includes a section with exercises at the end ... . Thus the book may be used very well as a reference text and companion literature for a lecture course ... ." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1138 (16), 2008) "This book is a self-contained exposition of various basic elements of probability theory. It is suitable for graduate students with some background in analysis, but may also serve as a quick reference for more experienced readers. ! Overall, this book is quite rich and very pleasant to read ! ." (Djalil Chafai, Mathematical Reviews, Issue 2009 e)


Random Maps, Distribution, and Mathematical Expectation.- Independence, Conditional Expectation.- Martingales and Stopping Times.- Classical Zero-One Laws, Laws of Large Numbers and Large Deviations.- Weak Convergence of Probability Measures.- Fourier Series, Fourier Transform, and Characteristic Functions.- Classical Central Limit Theorems.- Laplace Transforms and Tauberian Theorem.- Random Series of Independent Summands.- Kolmogorov's Extension Theorem and Brownian Motion.- Brownian Motion: The LIL and Some Fine-Scale Properties.- Skorokhod Embedding and Donsker's Invariance Principle.- A Historical Note on Brownian Motion.- References.- Index.- Symbol Index.

Write a review

There are currently no reviews for this product. Be the first to review this product!

Bestsellers in this subject

Numerical Methods in Scientific Computing, Volume I

NHBS Price: £70.00 $90/€80 approx

The Beauty of Numbers in Nature

NHBS Price: £14.99 $19/€17 approx

A Mathematical Nature Walk

NHBS Price: £17.95 $23/€21 approx

The Princeton Companion to Mathematics

NHBS Price: £82.95 $106/€95 approx

Statistics and Truth

NHBS Price: £40.99 $52/€47 approx

VAT: GB 407 4846 44
NHBS Ltd is registered in England and Wales: 1875194