A basic course in probability theory

DOI10.1007/978-0-387-71939-9zbMath1138.60001OpenAlexW4302221922MaRDI QIDQ5925284

Rabi N. Bhattacharya, Edward C. Waymire

Publication date: 7 September 2007

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-71939-9

zbMATH Keywords

IndependenceMartingalesLaplace TransformBrownian MotionExpectationFourier TransformCharacteristic FunctionsConditional ExpectationStopping TimesWeak ConvergenceTauberian TheoremCentral Limit TheoremsDonsker's Invariance PrincipleRandom Maps

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Foundations of probability theory (60A99) Zero-one laws (60F20)

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