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Probability Theory
English
372 b
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Die vorliegende englische Ausgabe von Heinz Bauers deutschsprachigem Lehrbuch 'Wahrscheinlichkeitstheorie' basiert auf der 4., 1991 erschienenen Auflage. Der Text setzt Kenntnisse aus der Maß- und Integrationstheorie voraus und bietet eine moderne Einführung in die Wahrscheinlichkeitstheorie sowie die Theorie stochastischer Prozesse. This is a graduate-level introduction to probability theory and the theory of stochastic processes. Basic requirement is a course in real analysis, including measure and integration theory.§Summary of contents:§1. Basic Concepts of the Theory§2. Independence§3. Laws of Large Numbers§4. Martingales§5. Fourier Analysis§6. Limit Distribution§7. Law of the Iterated Logarithm§8. Construction of Stochastic Processes§9. Brownian Motion
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