Lecture Notes on Mathematical Probability Theory

Textbook , 2020 , 57 Pages

Mathematics - Stochastics

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.

• College: Sardar Patel University
• Author: Sanjay Ghevariya (Author)
• Publication Year: 2020
• Pages: 57
• Catalog Number: V585041
• ISBN (eBook): 9783346162311
• ISBN (Book): 9783346162328
• Language: English
• Tags: mathematical, probability, theory