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First Look At Rigorous Probability Theory, A


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The Need for Measure Theory; Probability Triples; Further Probabilistic Foundations; Expected Values; Inequalities and Convergence; Distributions of Random Variables; Stochastic Processes and Gambling Games; Discrete Markov Chains; More Probability Theorems; Weak Convergence; Characteristic Functions; Decomposition of Probability Laws; Conditional Probability and Expectation; Martingales; General Stochastic Processes.


"This book is certainly well placed to establish itself as a core reading in measure-theoretic probability ... it is delightful reading and a worthwhile addition to the existing literature."

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