Probability Path

Professor Resnick teaches at Cornell University

• 1 Sets and Events.- 2 Probability Spaces.- 3 Random Variables, Elements and Measurable Maps.- 4 Independence.- 5 Integration and Expectation.- 6 Convergence Concepts.- 7 Laws of Large Numbers and Sums of Independent Random Variables.- 8 Convergence in Distribution.- 9 Characteristic Functions and the Central Limit Theorem.- 10 Martingales.- Index.- References.

From the reviews: "This introduction to measure-theoretic probability is intended for students whose primary interest is not mathematics but statistics, engineering, biology, or finance. The book is a welcome reprint in paperback ... . The book's pace ... is 'quick and disciplined'." (William J. Satzer, MAA Reviews, March, 2014)