Counterexamples in probability
Choice Reviews Online · 1988
Partial table of contents: CLASSES OF RANDOM EVENTS AND PROBABILITIES. Classes of Random Events. Independence of Random Events. RANDOM VARIABLES AND BASIC CHARACTERISTICS. Distribution Functions of Random Variables. Expectations and Conditional Expectations. Characteristic and Generating Functions. Infinitely Divisible and Stable Distributions. The Moment Problem. Diverse Properties of Random Variables. LIMIT THEOREMS. Laws of Large Numbers. Weak Convergence of Probability Measures and Distributions. STOCHASTIC PROCESSES. Basic Notions on Stochastic Processes. Markov Processes. Poisson Process and Wiener Process. Supplementary Remarks. References. Index.