A basic course in probability theory

DOI10.1007/978-3-319-47974-3zbMath1357.60001OpenAlexW627993470MaRDI QIDQ5890970

Edward C. Waymire, Rabi N. Bhattacharya

Publication date: 27 October 2016

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-47974-3

zbMATH Keywords

independenceFourier transformLaplace transformweak convergenceBrownian motionmartingalescharacteristic functionsconditional expectationcentral limit theoremsexpectationstopping timesDonsker's invariance principlerandom mapstauberian theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Generators, relations, and presentations of groups (20F05) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales and classical analysis (60G46) Axioms; other general questions in probability (60A05)

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