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 |