000 00370nam a2200145Ia 4500
999 _c170293
_d170293
020 _a9780387953137
040 _cCUS
082 _a519.2
_bKAL/F
100 _aKallenberg, Olav
245 0 _aFoundations of modern probability/
_cOlav Kallenberg
250 _a2nd ed.
260 _aNew York:
_bSpringer,
_c2002.
300 _axvii, 638 p. :
_bill. ;
_c24 cm.
440 _a(Probability and its applications)
505 _a1. 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.
650 _aProbabilities
942 _cWB16