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Probability
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Book Details

Format Hardback or Cased Book
ISBN-10 0821842153
ISBN-13 9780821842157
Publisher American Mathematical Society
Imprint American Mathematical Society
Country of Manufacture US
Country of Publication GB
Publication Date Mar 30th, 2007
Print length 224 Pages
Weight 582 grams
Dimensions 25.80 x 18.60 x 1.70 cms
Ksh 15,300.00
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A textbook for a one-semester graduate course in measure-theoretic probability theory. It presents an approach to develop the ideas that are absolutely central to modern probability theory. It offers topics that range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus.
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan''s approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.

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