An introduction to probability theory and its applications. Volume II : Feller, Vilim (1906-1970). Auteur : Free Download, Borrow, and Streaming : Internet Archive

1 vol. (XVIII-626 p.) ; 24 cm

Bibliogr. p. 615-616. Notes bibliogr. Index

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