Probability Theory

الغلاف الأمامي
Allied Publishers, 2013
Probability theory
 

المحتوى

Independence of events and sequences of trials
12
Random variables
24
Expectation
30
Variance
40
Higher moments and inequalities for deviations
46
The Law of Large Numbers Limit Theorems
50
De MoivreLaplace theorems
60
Generating Functions and Random Walks
70
Covariance analysis and multivariate normal distribution
157
Convergence of distributions
163
Comparison of distributions
181
Conditional Distributions
200
Conditional expectations with respect to σalgebras
217
Some Kinds of Dependence
226
Martingales
233
Markov chains
243

Foundations of the Theory
88
Probability distributions
120
Random variables
141
Some particular distributions on the real line
144
Limit Theorems
260
A Regularly varying functions Limit theorems for identically
270
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