# probability theory

Language: English Series: wiley series in probability and mathematical statistics | probability and mathematical statistics | bradley, ralph a. (ed.) | hunter, j. stuart (ed.) | kendall, david g. (ed.) | et alPublication details: new york, chichester, brisbane : john wiley and sons 1979Edition: 1. edDescription: xiii, 557 ppISBN:- 0-471-03262-X

- 519 probabilities and applied mathematics

Item type | Current library | Shelving location | Call number | Status | Date due | Barcode | |
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Loanable | Institute for Advanced Studies (IHS) | Book | 8719-A | Available | IHS102273601 |

from the table of contents: basic concepts of probability theory: probability spaces and random variables; mathematical expectation; convergence concepts; independence; problems; the laws of large numbers: the weak law of large numbers; basic techniques; the strong law of large numbers; the law of iterated logarithm; applications; problems; distribution and characteristic functions: weak convergence; some elementary properties of characteristic functions; the inversion and uniqueness theorems; convolution of distribution functions; continuity theorem; some criteria for characteristic functions; applications; convolution semigroups; weak convergence and tightness on a metric space; problems; some further results on characteristic functions: infinitely divisible distributions; analytic characteristic functions; decomposition of characteristic functions; problems; the central limit problem: the bounded variance case; the general central limit problem; normal, degenerate, and poisson convergence; stable distributions; applications of the central limit theory; problems; dependence: conditioning; martingales; uniform integrability; more applications of martingale theory; stopping times; problems; random variables taking values in a normed linear space: definitions and preliminary results; strong law of large numbers; weak law of large numbers; sums of independent random variables; probability measures on a hilbert space; the minlos-sazonov theorem; infinitely divisible probability measures on a hilbert space; some frequently used symbols and abbreviations;

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