This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorpho[...]
Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations. It covers a wide variety of topics, many of which are not usually found in introductory textbooks. The theory is developed rigorously and in[...]
Seit seinem Erscheinen hat sich das Buch umgehend als Standardwerk fur eine umfassende und moderne Einfuhrung in die Wahrscheinlichkeitstheorie und ihre masstheoretischen Grundlagen etabliert. Themenschwerpunkte sind: Mass- und Integrationstheorie, Grenzwertsatze fur Summen von Zufallsvariablen (Ges[...]