Foundations of modern probability/
Kallenberg, Olav
Foundations of modern probability/ Olav Kallenberg - 2nd ed. - New York: Springer, 2002. - xvii, 638 p. : ill. ; 24 cm. - (Probability and its applications) .
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.
9780387953137
Probabilities
519.2 / KAL/F
Foundations of modern probability/ Olav Kallenberg - 2nd ed. - New York: Springer, 2002. - xvii, 638 p. : ill. ; 24 cm. - (Probability and its applications) .
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.
9780387953137
Probabilities
519.2 / KAL/F