A Basic Course in Probability Theory

  • Rabi Bhattacharya
  • Edward C. Waymire

Part of the Universitext book series (UTX)

About this book

Introduction

The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. With this goal in mind, the pace is lively, yet thorough. Basic notions of independence and conditional expectation are introduced relatively early on in the text, while conditional expectation is illustrated in detail in the context of martingales, Markov property and strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two highlights. The historic role of size-biasing is emphasized in the contexts of large deviations and in developments of Tauberian Theory.

The authors assume a graduate level of maturity in mathematics, but otherwise the book will be suitable for students with varying levels of background in analysis and measure theory. In particular, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference.

Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including the graduate textbook, Stochastic Processes with Applications.

Keywords

Bhattacharya Brownian Motion Monty Hall problem Probability Probability theory Variance Waymire measure theory

Authors and affiliations

  • Rabi Bhattacharya
    • 1
  • Edward C. Waymire
    • 2
  1. 1.University of ArizonaTucsonUSA
  2. 2.Oregon State UniversityCorvallisUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-0-387-71939-9
  • Copyright Information Springer Science+Business Media, Inc 2007
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-0-387-71938-2
  • Online ISBN 978-0-387-71939-9
  • About this book