Probability theory : an advanced course
Vivek S. Borkar.
New York : Springer, ©1995.
xiv, 138 págs. ; 24 cm.
Serie: Universitext
ISBN: 038794558X
Incluye referencias bibliográficas (p. [131]-134) e índice.
Reseña: MathSciNet, 98e:60001
Contenido
- 1. Introduction
- 2. Spaces of probability measures
- 3. Conditioning and martingales
- 4. Basic limit theorems
- 5. Markov chains
- 6. Foundations of continuous-time processes.