Lecture Notes on Mathematical Probability Theory

Libro Especializado , 2020 , 57 Páginas

Matemática - Estocástico

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.

• Universidad: Sardar Patel University
• Autor: Sanjay Ghevariya (Autor)
• Año de publicación: 2020
• Páginas: 57
• No. de catálogo: V585041
• ISBN (Ebook): 9783346162311
• ISBN (Libro): 9783346162328
• Idioma: Inglés
• Etiqueta: mathematical, probability, theory