# Probability: A Survey of the Mathematical Theory, Second Edition

Copyright © 1996 John Wiley & Sons, Inc. All rights reserved.

Author(s): John W. Lamperti

Published Online: 26 SEP 2011 09:49AM EST

Print ISBN: 9780471154075

Online ISBN: 9781118150443

DOI: 10.1002/9781118150443

Book Series: Wiley Series in Probability and Statistics

## About this Book

The brand new edition of this classic text--with more exercises and easier to use than ever Like the first edition, this new version of Lamperti's classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students--both in and out of the classroom. Probability covers:

* Probability spaces, random variables, and other fundamental concepts

* Laws of large numbers and random series, including the Law of the Iterated Logarithm

* Characteristic functions, limiting distributions for sums and maxima, and the "Central Limit Problem"

* The Brownian Motion process