Probability Theory I, 4th Edition

Product Description

This fourth edition contains several additions. The main ones con­ cern three closely related topics: Brownian motion, functional limit distributions, and random walks. Besides the power and ingenuity of their methods and the depth and beauty of their results, their importance is fast growing in Analysis as well as in theoretical and applied Proba­ bility. These additions increased the book to an unwieldy size and it had to be split into two volumes. About half of the first volume is devoted to an elementary introduc­ tion, then to mathematical foundations and basic probability concepts and tools. The second half is devoted to a detailed study of Independ­ ence which played and continues to…