Probability Theory: An Analytic View by Daniel W. Stroock

by Daniel W. Stroock

This book is intended for graduate students who have had a good undergraduate introduction to probability theory, a reasonably sophisticated introduction to modern analysis, and who now want to learn what these two topics have to say about each other. By modern standards, the topics treated here are rather classical and the techniques used rather far-ranging. Thus, for example, no attempt has been made to present the subject as a monolithic structure resting on a few basic principles. In fact, the most popular unifying principle of modern probability theory, that of conditional expectation values, is not even introduced in the first half of the book. On the other hand, several topics which have been given short shrift in other recent treatments are fully developed here. As a result, the author hopes that this will be a probability book which will be useful to and enjoyed by students who, even if they do not intend to devote a major portion of their careers to the study of probability theory, want to know what they are missing if they do not.

Genres: Mathematics

Paperback Bunko

First published January 28, 1994