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Probability Theory
An Analytic View

2nd Edition


  • Date Published: March 2011
  • availability: Available
  • format: Paperback
  • isbn: 9780521132503

£ 50.99

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About the Authors
  • This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.

    • Presents a novel selection and treatment of probability theory
    • The reader will see how probability theory can be used in other branches of mathematics
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    Reviews & endorsements

    '… uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists. … We can expect it to take its place alongside the classics of probability theory.' Mathematical Reviews

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    Product details

    • Edition: 2nd Edition
    • Date Published: March 2011
    • format: Paperback
    • isbn: 9780521132503
    • length: 548 pages
    • dimensions: 254 x 179 x 27 mm
    • weight: 0.91kg
    • contains: 768 exercises
    • availability: Available
  • Table of Contents

    1. Sums of independent random variables
    2. The central limit theorem
    3. Infinitely divisible laws
    4. Levy processes
    5. Conditioning and martingales
    6. Some extensions and applications of martingale theory
    7. Continuous parameter martingales
    8. Gaussian measures on a Banach space
    9. Convergence of measures on a Polish space
    10. Wiener measure and partial differential equations
    11. Some classical potential theory.

  • Instructors have used or reviewed this title for the following courses

    • Topics in Mathematical Probability
  • Author

    Daniel W. Stroock, Massachusetts Institute of Technology
    Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Partial Differential Equations for Probabilists (2008).

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