Probability Theory (Courant Lecture Notes)
Released: Jan 01, 2001
Publisher: Amer Mathematical Society
Format: Paperback, 167 pages
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Description:
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.
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