## Book Description

THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY

Written in a clear, accessible, and comprehensive manner, the *Handbook of Probability* presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability.

The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introduction, historical background, theory and applications, algorithms, and exercises. The *Handbook of Probability* offers coverage of:

Probability Space

Probability Measure

Random Variables

Random Vectors in Rn

Characteristic Function

Moment Generating Function

Gaussian Random Vectors

Convergence Types

Limit Theorems

The *Handbook of Probability* is an ideal resource for researchers and practitioners in numerous fields, such as mathematics, statistics, operations research, engineering, medicine, and finance, as well as a useful text for graduate students.

## Table of Contents

- Cover
- Wiley Handbooks in Applied Statistics
- Title Page
- Copyright
- List of Figures
- Preface
- Introduction
- Chapter One: Probability Space
- Chapter Two: Probability Measure
- Chapter Three: Random Variables: Generalities
- Chapter Four: Random Variables: The Discrete Case
- Chapter Five: Random Variables: The Continuous Case
- Chapter Six: Generating Random Variables
- Chapter Seven: Random Vectors in Rn
- Chapter Eight: Characteristic Function
- Chapter Nine: Moment-Generating Function
- Chapter Ten: Gaussian Random Vectors
- Chapter Eleven: Convergence Types. Almost Sure Convergence. Lp-Convergence. Convergence in Probability
- Chapter Twelve: Limit Theorems
- Chapter Thirteen: Appendix A: Integration Theory. General Expectations
- Chapter Fourteen: Appendix B: Inequalities Involving Random Variables and Their Expectations
- Bibliography
- Index

## Product Information

- Title: Handbook of Probability
- Author(s):
- Release date: November 2013
- Publisher(s): Wiley
- ISBN: 9781118593097