An introduction to probability theory and its applications : Volume II

Détails bibliographiques
Auteur principal : Feller Vilim (Auteur)
Format : Livre
Langue : anglais
Titre complet : An introduction to probability theory and its applications. Volume II / William Feller,...
Édition : Second edition
Publié : New York, London, Sidney [etc.] : John Wiley & sons, inc. , C. 1971
Description matérielle : 1 vol. (XXIV-669 p.)
Collection : Wiley series in probability and mathematical statistics. Probability and mathematical statistics
Sujets :
  • I, The exponential and the uniform densities
  • II, Special densities. Randomization
  • III, Densities in higher dimensions. Normal densities and processes
  • IV, Probability measures and spaces
  • V, Probability distributions in Rr
  • VI, A survey of some important distributions and processes
  • VII, Laws of large numbers. Applications in analysis
  • VIII, The basic limit theorems
  • IX, Infinitely divisible distributions and semi-groups
  • X, Markov processes and semi-groups
  • XI, Renewal theory
  • XII, Random walks in R1
  • XIII, Laplace transforms. Tauberian theorems. Resolvents
  • XIV, Applications of Laplace transforms
  • XV, Characteristic functions
  • XVI, Expansions related to the central limit theorem
  • XVII, Infinitely divisible distributions
  • XVIII, Applications of Fourier methods to random walks
  • XIX, Harmonic analysis