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" A second course in probability / "
Sheldon M. Ross and Erol A. Peköz
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BL
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| Record Number
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661102
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| Doc. No
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dltt
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| Main Entry
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Ross, Sheldon M
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| Title & Author
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A second course in probability /\ Sheldon M. Ross and Erol A. Peköz
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| Page. NO
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210 pages :: illustrations ;; 25 cm
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| ISBN
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0979570409
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: 9780979570407
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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1. Measure Theory and Laws of Large Numbers -- Introduction -- A Non-Measurable Event -- Countable and Uncountable Sets -- Probability Spaces -- Random Variables -- Expected Value -- Almost Sure Convergence and the Dominated Convergence Theorem -- Convergence in Probablitiy and in Distribution -- Law of Large Numbers and Ergodic Theorem -- Exercises -- 2. Stein's Method and Central Limit Theorems -- Introduction -- Coupling -- Poisson Approximation and Le Cam's Theorem -- The Stein-Chen Method -- Stein's Method for the Geometric Distribution -- Stein's Method for the Normal Distribution -- Exercises -- 3. Conditional Expectation and Martingales -- Introduction -- Conditional Expectation -- Martingales -- The Martingale Stopping Theorem -- The Hoeffding-Azuma Inequality -- Submartingales, Supermartingales, and a Convergence Theorem -- Exercises -- 4. Bounding Probabilities and Expectations -- Introduction -- Jensen's Inequality -- Probability Bounds via the Importance Sampling Identity -- Chernoff Bounds -- Second Moment and Conditional Expectation Inequalities -- The Min-Max Identity and Bounds on the Maximum -- Stochastic Orderings -- Exercises -- 5. Markov Chains -- Introduction -- The Transition Matrix -- The Strong Markov Property -- Classification of States -- Stationary and Limiting Distributions -- Time Reversibility -- A Mean Passage Time Bound -- Exercises -- 6. Renewal Theory -- Introduction -- Some Limit Theorems of Renewal Theory -- Renewal Reward Processes -- 6.3.1 Queueing Theory Applications of Renewal Reward Processes -- Blackwell's Theorem -- The Poisson Process -- Exercises -- 7. Brownian Motion -- Introduction -- Continuous Time Martingales -- Construction Brownian Motion -- Embedding Variables in Brownian Motion -- The Central Limit Theorem -- Exercises
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| Subject
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Probabilities, Textbooks
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| LC Classification
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QA273.R845 2007
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| Added Entry
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Peköz, Erol A
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