Modern Probability Theory (Second Edition)

Author: Wang Jiagang
Publisher:
Publish Date: 2005-08-01
Features: This book uses measure theory as a tool to systematically discuss the fundamental concepts of probability theory (such as events, random variables, probability, expectation, etc.), while also introducing key results on independent sequences of random variables, conditional expectation, and martingale sequences. It provides readers with the necessary foundation for further studying modern probability theory, stochastic processes, and mathematical statistics. This book can serve as a textbook or teaching reference for undergraduate and graduate students, as well as for students, teachers, and researchers in related fields.