Elementary Probability

DOI10.1017/CBO9780511755309zbMath1071.60002MaRDI QIDQ4821331

D. Stirzaker

Publication date: 13 October 2004

zbMATH Keywords

independenceMarkov chainsWiener processmartingalesrandom variablesconditional probabilityexpectationaxioms of probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Combinatorial probability (60C05) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Foundations of probability theory (60A99) Continuous-time Markov processes on discrete state spaces (60J27)

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