000			01754nam a22002657a 4500
003			OSt
005			20241120163840.0
008			230124b |||||||| |||| 00| 0 eng d
020			_a978-0-8218-4215-7
040			_aICTS-TIFR
050			_aQA273.K488
100			_aDavar Khoshnevisan
245			_a Probability
250			_aIndian edition
260			_aRhode Island: _bAmerican Mathematical Society, _c[c2007]
300			_a224 p.
490			_aGraduate studies in mathematics _vVolume 80
505			_a1. Classical probability; 2. Bernoulli trials; 3. Measure theory; 4. Integration; 5. Product spaces; 6. Independence; 7. The central limit theorem; 8. Martingales; 9. Brownian motion; 10. Terminus : stochastic integration
520			_aThis is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes. --- summary provided by publishers
650			_aLehrbuch
650			_aProbability
650			_aMathematics
856			_uhttp://www.ams.org/books/gsm/080/
942			_2lcc _cBK
999			_c3227 _d3227