PROBABILITYTHEORY
Probability measures and randown variables,p andlsystems, expectation, moment generating function, characteristic function, laws of large numbers, limit theorems, conditional contribution and expectation, martingales, infinitely divisible laws and stable laws.
Books
- Breiman, L., Probability, Addison-Wesley, 1968.
- Laha, R. G., and Rohatgi, V. K., Probability Theory, Jhon Wiley, 1979.
- Borkar, V. S., Probability theory: An Advanced Course, Springer, 1995.