Skip to main content

All Questions

Tagged with
2 votes
1 answer
394 views

General topology book recommendation for advanced probability theory

I would like to know if anyone could suggest a general topology book for a deeper understanding of probability at advanced level. If there is an advanced topology book oriented to probabilists, I ...
3 votes
1 answer
1k views

Book on Convergence Concepts in Probability without Measure Theory [closed]

I am looking for a comprehensive book on Probability which discusses Convergence of Random Variables in detail, excluding portions of Measure Theory. Allan Gut's "Probability: A Graduate Course" seems ...
Landon Carter's user avatar
6 votes
10 answers
8k views

Best introduction to probability spaces, convergence, spectral analysis

I'm not sure if this stuff all falls under what most would just term "probability", but I'm researching applied macroeconomics and need to get a handle on the following concepts ASAP: probability ...
jefflovejapan's user avatar
7 votes
0 answers
3k views

Good textbooks on probability and/or stochastic processes, emphasizing simulation

Any recommendations for textbooks on probability and/or stochastic processes that emphasize simulation? I'll be teaching this course in the Fall.
James Propp's user avatar
7 votes
7 answers
2k views

CLT for stationary sequences with infinite variance

There is a well-known central limit theorem for as a stationary sequences. If $( X_n )_n$ is a stationary sequence and $E X_n=0$ then under suitable mixing conditions the sequence $S_n := n^{-1/2}\...
Piotr Miłoś's user avatar