Lectures on Measure Theory and Probability
by H.R. Pitt
Publisher: Tata institute of Fundamental Research 1958
Number of pages: 126
Description:
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 ...).
Download or read it online for free here:
Download link
(540KB, PDF)
Similar books
Advanced Topics in Probabilityby 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.
(10431 views)
Random Graphs and Complex Networksby Remco van der Hofstad - Eindhoven University of Technology
These lecture notes are intended to be used for master courses, where the students have a limited prior knowledge of special topics in probability. We have included many of the preliminaries, such as convergence of random variables, etc.
(10778 views)
Probability Courseby Gian-Carlo Rota - David Ellerman
In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.
(7697 views)
Continuous Distributionsby Leif Mejlbro - BookBoon
Contents: Some theoretical background; Exponential Distribution; The Normal Distribution; Central Limit Theorem; Maxwell distribution; Gamma distribution; Normal distribution and Gamma distribution; Convergence in distribution; 2 distribution; etc.
(9882 views)