Probability Theory (Record no. 12032)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02427nam a2200265 4500 |
| 001 - CONTROL NUMBER | |
| control field | GB474 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | IN-BhIIT |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220107131223.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220104b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781470419141 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | IN-BhIIT |
| 041 ## - LANGUAGE CODE | |
| Language code of text | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Book number | VAR/P |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Varadhan S. R. S |
| Relator term | Author |
| 245 ## - TITLE STATEMENT | |
| Title | Probability Theory |
| Statement of responsibility, etc | S. R. S. Varadhan and Louis Nirenberg |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New York : |
| Name of publisher | Universities Press |
| Year of publication | 2001. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 176 |
| Dimensions(size) | 180 x 240 mm |
| 490 ## - SERIES STATEMENT | |
| Series statement | American Mathematical Society |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes Bibliographical references and Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | his volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions.<br/><br/>Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables.<br/><br/>The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains.<br/><br/>Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probabilities |
| Topical Term | American Mathematical Society |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nirenberg , Louis |
| Relator term | Joint Author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Gratis Book |
| Koha issues (borrowed), all copies | 1 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Not withdrawn | Not Lost | not damaged | Central Library, IIT Bhubaneswar | Central Library, IIT Bhubaneswar | 04/01/2022 | 519.2 VAR/P | GB474 | 04/01/2022 | Gratis Book |