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Elsevier

Probability Theory with Applications

  • 1st Edition - February 1, 1984
  • Latest edition
  • Author: M. M. Rao
  • Language: English

The material in this book is designed for a standard graduate course on probability theory, including some important applications. It was prepared from the sets of lecture notes… Read more

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Description

The material in this book is designed for a standard graduate course on probability theory, including some important applications. It was prepared from the sets of lecture notes for a course that I have taught several times over the past 20 years. The present version reflects the reactions of my audiences as well as some of the textbooks that I used.

Readership

Standard Graduate course on probability Theory.

Table of contents

Preface. List of Symbols. Background Material and Preliminaries. Independence and Strong Convergence. Conditioning and Some Dependence Classes. Probability Distributions and Characteristic Functions. Weak Limit Laws. Application to Some Statistical Estimation Problems. Stopping Times, Martingales, and Convergence. Limit Laws for Some Dependent Sequences. A Glimpse into Stochastic Processes. References. Author Index. Subject Index.

Product details

  • Edition: 1
  • Latest edition
  • Published: February 28, 1984
  • Language: English

About the author

MR

M. M. Rao

Affiliations and expertise
University of California