Probability Theory: An Analytic View

Hardback

Main Details

Title Probability Theory: An Analytic View
Authors and Contributors      By (author) Daniel W. Stroock
Physical Properties
Format:Hardback
Pages:550
Dimensions(mm): Height 254,Width 178
Category/GenreCalculus and mathematical analysis
Probability and statistics
ISBN/Barcode 9780521761581
ClassificationsDewey:519.2
Audience
Professional & Vocational
Edition 2nd Revised edition
Illustrations Worked examples or Exercises

Publishing Details

Publisher Cambridge University Press
Imprint Cambridge University Press
Publication Date 31 December 2010
Publication Country United Kingdom

Description

This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.

Author Biography

Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Partial Differential Equations for Probabilists (2008).

Reviews

'... uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists. ... We can expect it to take its place alongside the classics of probability theory.' Mathematical Reviews