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Mathematics and Its Applications

Probability Theory with Applications

Authors: Rao, Malempati M., Swift, Randall J.

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About this Textbook

Probability Theory and Applications is a revised and expanded edition of a successful graduate and reference text. The material in the book is designed for a standard graduate course on probability theory, including some important applications. This new edition contains a detailed treatment of the core area of probability, and both structural and limit results are presented in full detail. Compared to the first edition, the material and presentation are better highlighted with several (small and large) alterations made to each chapter. Key features of the book include:

 • indicating the need for abstract theory even in applications and showing the inadequacy of existing results for certain apparently simple real-world problems;

 • attempting to deal with the existence problems for various classes of random families that figure in the main results of the subject;

 • providing a treatment of conditional expectations and of conditional probabilities that is more complete than in other existing textbooks.

Since this is a textbook, essentially all proofs are given in complete detail (even at the risk of repetition), and some key results are given multiple proofs when each argument has something to contribute.

Audience

This book is intended for graduate students and researchers interested in probability theory.

Reviews

From the reviews of the second edition:

"This book is a thoroughly revised and updated version of the first edition written by M. M. Rao. It expresses the in many ways original views of the authors on how the subject could be presented in graduate courses for students of mathematical sciences. … Generally, lecturers will appreciate this book as a valuable source … . the reviewer will definitely make use of this book for developing and revising his own lectures and encourage serious students to use it … ." (Frank Beichelt, SIAM Review, Vol. 49 (2), 2007)


Table of contents (8 chapters)

Table of contents (8 chapters)
  • Background Material and Preliminaries

    Pages 3-32

  • Independence and Strong Convergence

    Pages 33-101

  • Conditioning and Some Dependence Classes

    Pages 103-220

  • Probability Distributions and Characteristic Functions

    Pages 223-290

  • Weak Limit Laws

    Pages 291-408

Buy this book

eBook $84.99
price for USA
  • ISBN 978-0-387-27731-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA
  • ISBN 978-0-387-27730-1
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually ready to be dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • ISBN 978-1-4419-3909-8
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually ready to be dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Probability Theory with Applications
Authors
Series Title
Mathematics and Its Applications
Series Volume
582
Copyright
2006
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-27731-8
DOI
10.1007/0-387-27731-5
Hardcover ISBN
978-0-387-27730-1
Softcover ISBN
978-1-4419-3909-8
Edition Number
2
Number of Pages
XVIII, 530
Additional Information
Originally published by Academic Press, 1984
Topics

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