Modern Probability Theory: A Second Edition - A Graduate Textbook

Author: Wang Jiagang (Compiler)
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.). It also introduces key results on independent sequences of random variables, conditional expectation, and martingale sequences, thereby providing readers with the necessary foundation for further study in 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.