An Introduction to Probability Theory and Its Applications, Volume 2

Answered Questions (2)

Daniel The author died in 1970. Wikipedia's article on William Feller says the 2nd edition of volume II came out in 1971. So, unless the author can write fro…moreThe author died in 1970. Wikipedia's article on William Feller says the 2nd edition of volume II came out in 1971. So, unless the author can write from beyond the grave, there will probably be no 3rd edition.(less)
Daniel The description from Google Books says this volume II covers these topics; from these you may guess your preparation to tackle this book. To me they s…moreThe description from Google Books says this volume II covers these topics; from these you may guess your preparation to tackle this book. To me they sound rather difficult, like most other higher math topics. You may need to consult other textbooks and the topic Wikipedia articles as you read this book. Not many math books are light reading even for mathematicians, let alone for the rest of humanity. Best of luck!

* The Exponential and the Uniform Densities
* Special Densities. Randomization
* Densities in Higher Dimensions. Normal Densities and Processes
* Probability Measures and Spaces
* Probability Distributions in Rr
* A Survey of Some Important Distributions and Processes
* Laws of Large Numbers. Applications in Analysis
* The Basic Limit Theorems
* Infinitely Divisible Distributions and Semi-Groups
* Markov Processes and Semi-Groups
* Renewal Theory
* Random Walks in R1
* Laplace Transforms. Tauberian Theorems. Resolvents
* Applications of Laplace Transforms
* Characteristic Functions
* Expansions Related to the Central Limit Theorem,
* Infinitely Divisible Distributions
* Applications of Fourier Methods to Random Walks
* Harmonic Analysis(less)

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