Probability Essentials

  • Jean Jacod
  • Philip Protter

Part of the Universitext book series (UTX)

Table of contents

  1. Front Matter
    Pages I-X
  2. Jean Jacod, Philip Protter
    Pages 1-5
  3. Jean Jacod, Philip Protter
    Pages 7-13
  4. Jean Jacod, Philip Protter
    Pages 15-20
  5. Jean Jacod, Philip Protter
    Pages 21-26
  6. Jean Jacod, Philip Protter
    Pages 27-34
  7. Jean Jacod, Philip Protter
    Pages 35-38
  8. Jean Jacod, Philip Protter
    Pages 39-46
  9. Jean Jacod, Philip Protter
    Pages 47-50
  10. Jean Jacod, Philip Protter
    Pages 51-64
  11. Jean Jacod, Philip Protter
    Pages 65-75
  12. Jean Jacod, Philip Protter
    Pages 77-85
  13. Jean Jacod, Philip Protter
    Pages 87-101
  14. Jean Jacod, Philip Protter
    Pages 103-109
  15. Jean Jacod, Philip Protter
    Pages 111-116
  16. Jean Jacod, Philip Protter
    Pages 117-123
  17. Jean Jacod, Philip Protter
    Pages 141-149
  18. Jean Jacod, Philip Protter
    Pages 151-166
  19. Jean Jacod, Philip Protter
    Pages 167-171

About this book

Introduction

We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many colleagues and students who have commented c- structively on the book since its publication two years ago, and in particular Professors Valentin Petrov, Esko Valkeila, Volker Priebe, and Frank Knight. Jean Jacod, Paris Philip Protter, Ithaca March, 2002 Preface to the Second Printing of the Second Edition We have bene?ted greatly from the long list of typos and small suggestions sent to us by Professor Luis Tenorio. These corrections have improved the book in subtle yet important ways, and the authors are most grateful to him. Jean Jacod, Paris Philip Protter, Ithaca January, 2004 Preface to the First Edition We present here a one semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to ?ll a current need: there are mathematically sophisticated s- dents and researchers (especially in Engineering, Economics, and Statistics) who need a proper grounding in Probability in order to pursue their primary interests. Many Probability texts available today are celebrations of Pr- ability Theory, containing treatments of fascinating topics to be sure, but nevertheless they make it di?cult to construct a lean one semester course that covers (what we believe) are the essential topics.

Keywords

Measure Normal distribution Probability distribution Probability theory Random variable operations research

Authors and affiliations

  • Jean Jacod
    • 1
  • Philip Protter
    • 2
  1. 1.Laboratoire de ProbabilitésUniversité de ParisParis Cedex 05France
  2. 2.School of Operations Research and Industrial EngineeringCornell UniversityIthacaUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-55682-1
  • Copyright Information Springer-Verlag BErlin Heidelberg 2004
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-43871-7
  • Online ISBN 978-3-642-55682-1
  • Series Print ISSN 0172-5939
  • Series Online ISSN 2191-6675
  • About this book
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