Author | Jacod, Jean. author |
---|---|
Title | Probability Essentials [electronic resource] / by Jean Jacod, Philip Protter |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 2000 |
Connect to | http://dx.doi.org/10.1007/978-3-642-51431-9 |
Descript | X, 250 p. 1 illus. online resource |
1. Introduction -- 2. Axioms of Probability -- Exercises -- 3. Conditional Probability and Independence -- Exercises -- 4. Probabilities on a Countable Space -- Exercises -- 5. Random Variables on a Countable Space -- Exercises -- 6. Construction of a Probability Measure -- 7. Construction of a Probability Measure on R -- Exercises -- 8. Random Variables -- 9. Integration with Respect to a Probability Measure -- Exercises -- 10. Independent Random Variables -- Exercises -- 11. Probability Distributions on R -- Exercises -- 12. Probability Distributions on Rn -- Exercises -- 13. Characteristic Functions -- 14. Properties of Characteristic Functions -- Exercises -- 15. Sums of Independent Random Variables -- Exercises -- 16. Gaussian Random Variables (The Normal and the Multivariate Normal Distributions) -- Exercises -- 17. Convergence of Random Variables -- Exercises -- 18. Weak Convergence -- Exercises -- 19. Weak Convergence and Characteristic Functions -- Exercises -- 20. The Laws of Large Numbers -- Exercises -- 21. The Central Limit Theorem -- Exercises -- 22. L2 and Hilbert Spaces -- Exercises -- 23. Conditional Expectation -- Exercises -- 24. Martingales -- Exercises -- 25. Supermartingales and Submartingales -- Exercises -- 26. Martingale Inequalities -- Exercises -- 27. Martingale Convergence Theorems -- Exercises -- 28. The Radon-Nikodym Theorem -- Exercises -- References