Sign-In
Cart
Measure Theory, Probability, and Stochastic Processes
Hardcover
Series: Graduate Texts in Mathematics, Book 295
General MathematicsProbability & Statistics
Currently unavailable to order
Please enter your email and a message will be sent to you when this product becomes available on our website.
ISBN13: 9783031142048
Publisher: Springer
Published: Oct 30 2022
Pages: 406
Weight: 1.80
Height: 0.47 Width: 5.91 Depth: 9.06
Language: English
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis.
Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selectionof illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix.
Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory. Students interested in learning more about Brownian motion, and other continuous-time stochastic processes, may continue reading the author's more advanced textbook in the same series (GTM 274).
Also in
General Mathematics
The Golden Number: Pythagorean Rites and Rhythms in the Development of Western Civilization
Ghyka, Matila C.
Hardcover
How It All Works: All Scientific Laws and Phenomena Illustrated & Demonstrated
Clegg, Brian
Dant, Adam
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Six Easy Pieces: Essentials of Physics Explained by Its Most Brilliant Teacher
Feynman, Richard P.
Leighton, Robert B.
Sands, Matthew
Paperback
Oliver Byrne's Elements of Euclid: The First Six Books with Coloured Diagrams and Symbols (Art Meets Science Edition)
Art Meets Science
Hardcover
Math Practice Workbook Grades 6-8: 1000+ Questions You Need to Kill in Middle School by Brain Hunter Prep
Brain Hunter Prep
Paperback
Who Gets What -- And Why: The New Economics of Matchmaking and Market Design
Roth, Alvin E.
Paperback
Tomoko Fuse's Amazing Kusudama Origami: Geometric Paper Art from Japan's Leading Expert!
Fuse, Tomoko
Paperback
The Art of Strategy: A Game Theorist's Guide to Success in Business and Life
Nalebuff, Barry J.
Dixit, Avinash K.
Paperback
Mastering Essential Math Skills Book 2, Bilingual Edition - English/Spanish
Fisher, Richard W.
Paperback
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Hardcover
The Great Math War: How Three Brilliant Minds Fought for the Foundations of Mathematics
Bardi, Jason Socrates
Hardcover
Math Games with Bad Drawings: 75 1/4 Simple, Challenging, Go-Anywhere Games--And Why They Matter
Orlin, Ben
Hardcover
Counting with - Contando Con Frida (Bilingual: English/Spanish): A Bilingual Counting Book
Stein, Ariana
Rodriguez, Patty
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Quadrivium: The Four Classical Liberal Arts of Number, Geometry, Music, & Cosmology
Lundy, Miranda
Ashton, Anthony
Sutton, Daud
Hardcover
50 Math Tricks That Will Change Your Life: Mentally Solve the Impossible in Seconds
Zakowich, Tanya
Paperback
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
New York Post Fiendish Sudoku: The Official Utterly Addictive Number-Placing Puzzle
Gould, Wayne
Paperback
Vector: A Surprising Story of Space, Time, and Mathematical Transformation
Arianrhod, Robyn
Hardcover
Touchthinklearn: Numbers: (Board Books for Baby Learners, Touch Feel Books for Children)
Deneux, Xavier
Hardcover
Quantum Mechanics Done Right: The Shortest Path from Novice to Researcher
Freericks, James K.
Hardcover
ALEKS Math Placement Test Prep 2026: 1200 Verified Practice Questions with Accurate Answer Keys, Step-by-Step Worked Solutions, and Clear Concept Expl
Reid, Marcus L.
Publishing, Kettford
Paperback
A Mind for Numbers: How to Excel at Math and Science (Even If You Flunked Algebra)
Oakley, Barbara
Paperback
Sudoku for Brain Fitness: 90-Day Challenge to Sharpen the Mind and Strengthen Cognitive Skills
Demyanovich, Julie
Clontz, Steven
Paperback
Un Elefante: Numbers / Números (Bilingual: English/Spanish): A Bilingual Counting Book
Rodriguez, Patty
Stein, Ariana
Hardcover
WorkKeys Study Guide and Practice Test Questions: ACT WorkKeys Exam Prep and Review Book with Applied Mathematics, Locating Information, and Reading f
Trivium Exam Prep Team
Paperback
Building Thinking Classrooms in Mathematics, Grades K-12: 14 Teaching Practices for Enhancing Learning
Liljedahl, Peter
Paperback
Talentos Ocultos: La Genialidad No Tiene Color. La Fuerza No Tiene Género. El Valor No Tiene Límite.
Shetterly, Margot Lee
Paperback
Secrets of Mental Math: The Mathemagician's Guide to Lightning Calculation and Amazing Math Tricks
Benjamin, Arthur
Shermer, Michael
Paperback
Concrete Mathematics: A Foundation for Computer Science
Graham, Ronald
Patashnik, Oren
Knuth, Donald
Hardcover
180 Days(r) Math for First Grade: Practice, Assess, Diagnose
Smith, Jodene
Smith, Jodene Lynn
Paperback
Number Systems and the Foundations of Analysis
Mathematics
Mendelson, Elliott
Dudley, Underwood
Paperback
Medical Dosage Calculations for Dummies
Schoenborn, Barry
Snyder, Richard W.
Depuente, Vanessa
Paperback
The Beginner's Guide to Constructing the Universe: The Mathematical Archetypes of Nature, Art, and Science
Schneider, Michael S.
Paperback
300 Math CrossWords: Addition, Subtraction, Multiplication, and Division Math CrossWords Grade 3 and Above, Age +8
Martin, Josh Ortiz
Paperback
Reaching for the Extreme: How the Quest for the Biggest, Fewest, and Weirdest Makes Math
Stewart, Ian
Hardcover
Sciencia: Mathematics, Physics, Chemistry, Biology, and Astronomy for All
Watkins, Matthew
Betts, Moff
Tweed, Matt
Hardcover
Math Fundamentals 3 - Geometry: For Middle School - A Quickstudy Laminated Reference Guide
Wright, Susan
Expolog
Warren, Peggy
Other
30 More Math Mysteries Kids Can't Resist!: Quick & Clever Mysteries That Boost Problem-Solving Skills
Lee, Martin
Paperback
Machine Learning with PyTorch and Scikit-Learn: Develop machine learning and deep learning models with Python
Liu, Yuxi (Hayden)
Mirjalili, Vahid
Raschka, Sebastian
Paperback
It's All a Game: The History of Board Games from Monopoly to Settlers of Catan
Donovan, Tristan
Paperback