Advanced Probability Theory, Second Edition,

by Janos Galambos

Overview

This work thoroughly covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This edition provides examples early in the text of practical problems such as the safety of a piece of engineering equipment or the inevitability of wrong conclusions in seemingly accurate medical tests for AIDS and cancer.

Product Details

ISBN-13:	9781000949681
Publisher:	CRC Press
Publication date:	07/21/2023
Series:	Probability: Pure and Applied
Sold by:	Barnes & Noble
Format:	eBook
Pages:	480
File size:	26 MB
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About the Author

Janos Galambos

Table of Contents

Review of basic concepts; expectation and integral, weak and strong convergence; transforms of distribution; infinite sequences of independent random variables; weak convergence; triangular arrays of independent random variables, infinitely divisible distributions; indipendent and identically distributed random variables; conditional exceptions; martingales; topics in the theory of stochastic processes; hints for solutions of exercises.

Editorial Reviews

A textbook for a two-semester introductory course at the graduate level, assuming only a sound knowledge of calculus and an introductory course in complex analysis. This revised and expanded edition adds practical examples in Chapter 1 (Review of Basic Concepts), and new sections on distribution theory--elementary and advanced--which emphasize model building, presenting both exact models and approximate ones, and placing more than usual emphasis on multivariate distributions. The sections on martingales, extreme value theory, and Brownian motion are expanded, and a new section on continuous-time Markov chains has been added. Each section ends with exercises, and an appendix contains detailed outlines of the solutions. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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