A Basic Course in Probability Theory

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded....

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Main Authors: Bhattacharya, Rabi, Waymire, Edward C. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: Cham Springer International Publishing 2016, 2016
Edition:2nd ed. 2016
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • The LIL and Some Fine-Scale Properties
  • XI. Strong Markov Property, Skorokhod Embedding and Donsker's Invariance Principle
  • XII. A Historical Note on Brownian Motion
  • XIII. Some Elements of the Theory of Markov Processes and their Convergence to Equilibrium
  • A. Measure and Integration
  • B. Topology and Function Spaces
  • C. Hilbert Spaces and Applications in Measure Theory
  • References
  • Symbol Index