Probability Theory

Probability Theory : An Analytic View

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This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.
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Product details

  • Electronic book text | 552 pages
  • Cambridge University Press (Virtual Publishing)
  • Cambridge, United Kingdom
  • English
  • Revised
  • 2nd Revised edition
  • 9781139005623

Table of contents

1. Sums of independent random variables; 2. The central limit theorem; 3. Infinitely divisible laws; 4. Levy processes; 5. Conditioning and martingales; 6. Some extensions and applications of martingale theory; 7. Continuous parameter martingales; 8. Gaussian measures on a Banach space; 9. Convergence of measures on a Polish space; 10. Wiener measure and partial differential equations; 11. Some classical potential theory.
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Review quote

'... uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists. ... We can expect it to take its place alongside the classics of probability theory.' Mathematical Reviews
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About Daniel W. Stroock

Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Partial Differential Equations for Probabilists (2008).
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