Probability: A Survey of the Mathematical Theory

The brand new edition of this classic text - with more exercises and easier to use than ever Like the first edition, this new version of Lamperti’s classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students - both in and out of the classroom. Probability covers: * Probability spaces, random variables, and other fundamental concepts* Laws of large numbers and random series, including the Law of the Iterated Logarithm* Characteristic functions, limiting distributions for sums and maxima, and the Central Limit Problem * The Brownian Motion process