A probability path /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York :
Birkhäuser/Springer,
[2014]
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| Series: | Modern Birkhäuser classics.
|
| Subjects: |
Table of Contents:
- Sets and events
- Probability spaces
- Random variables, elements, and measurable maps
- Independence
- Integration and expectation
- Convergence concepts
- Laws of large numbers and sums of independent random variables
- Convergence in distribution
- Characteristic functions and the central limit theorem
- Martingales.