Advanced Probability Theory (Cheng Shih-hong)

Author: Cheng Shihong
Publisher:
Publish Date: 1997-04-01
Features: This book primarily teaches the fundamental theories and methods of advanced probability theory, with a particular emphasis on the research achievements of discrete martingales. The book is divided into five chapters, covering topics such as: the foundations of probability theory, discrete martingales, Wiener processes, weak convergence theory, and strong convergence theory. It aims to bridge the gap between elementary probability theory and advanced research, providing readers with a solid foundation for in-depth study. The book is concise in its selection, clear in its explanations, rigorous in its derivations, and introduces the research findings of modern probability theory in an accessible language, enabling readers to quickly enter the forefront of the field. It can serve as a textbook or reference for senior undergraduate and graduate students in mathematics, as well as for mathematicians who are not specifically engaged in probability and statistics research.