Lectures on Measure Theory and Probability
by H.R. Pitt
Publisher: Tata institute of Fundamental Research 1958
Number of pages: 126
Measure Theory (Sets and operations on sets, Classical Lebesgue and Stieltjes measures, The Lebesgue integral ...); Probability (Function of a random variable, Conditional probabilities, The Central Limit Problem, Random Sequences and Convergence Properties ...).
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by E. T. Jaynes - Cambridge University Press
The book is addressed to readers familiar with applied mathematics at the advanced undergraduate level. The text is concerned with probability theory and all of its mathematics, but now viewed in a wider context than that of the standard textbooks.
by John Venn - Macmillan And Company
No mathematical background is necessary for this classic of probability theory. It remains unsurpassed in its clarity, readability, and charm. It commences with physical foundations, examines logical superstructure, and explores various applications.
by S.R.S. Varadhan - New York University
Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.
by Marek Biskup - arXiv
Recent progress on understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the environment.