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Foundations of modern probability/ Olav Kallenberg

By: Kallenberg, OlavMaterial type: Text

TextSeries: (Probability and its applications)Publication details: New York: Springer, 2002Edition: 2nd edDescription: xvii, 638 p. : ill. ; 24 cmISBN: 9780387953137Subject(s): ProbabilitiesDDC classification: 519.2

Contents:

1. Measure Theory -- Basic Notions -- 2. Measure Theory -- Key Results -- 3. Processes, Distributions, and Independence -- 4. Random Sequences, Series, and Averages -- 5. Characteristic Functions and Classical Limit Theorems -- 6. Conditioning and Disintegration -- 7. Martingales and Optional Times -- 8. Markov Processes and Discrete-Time Chains -- 9. Random Walks and Renewal Theory -- 10. Stationary Processes and Ergodic Theory -- 11. Special Notions of Symmetry and Invariance -- 12. Poisson and Pure Jump-Type Markov Processes -- 13. Gaussian Processes and Brownian Motion -- 14. Skorohod Embedding and Invariance Principles -- 15. Independent Increments and Infinite Divisibility.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	519.2 KAL/F (Browse shelf(Opens below))	Available		P25270

Total holds: 0

1. Measure Theory --
Basic Notions --
2. Measure Theory --
Key Results --
3. Processes, Distributions, and Independence --
4. Random Sequences, Series, and Averages --
5. Characteristic Functions and Classical Limit Theorems --
6. Conditioning and Disintegration --
7. Martingales and Optional Times --
8. Markov Processes and Discrete-Time Chains --
9. Random Walks and Renewal Theory --
10. Stationary Processes and Ergodic Theory --
11. Special Notions of Symmetry and Invariance --
12. Poisson and Pure Jump-Type Markov Processes --
13. Gaussian Processes and Brownian Motion --
14. Skorohod Embedding and Invariance Principles --
15. Independent Increments and Infinite Divisibility.

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