Lecture Notes on Mathematical Probability Theory

Fachbuch , 2020 , 57 Seiten

Mathematik - Stochastik

This Lecture Notes teach the advancement from basic probability theory to central limit theorem as a rigorous mathematical subject. Chapter 1 provides an introduction to random variables, probability space and distribution functions. Chapter 2 presents joint distribution functions, expectations and some well known inequalities concern with the expectation. Chapter 3 concern with the various types of convergence of random variables and related theorems. Also strong law of large numbers has been discussed. Chapter 4 deals with characteristic functions, inversion formula and weak convergence. Sufficient number of examples are given to digest theory.

• Hochschule: Sardar Patel University
• Autor: Sanjay Ghevariya (Autor:in)
• Erscheinungsjahr: 2020
• Seiten: 57
• Katalognummer: V585041
• ISBN (eBook): 9783346162311
• ISBN (Buch): 9783346162328
• Sprache: Englisch
• Schlagworte: mathematical, probability, theory