All Questions
Tagged with books pr.probability
5
questions
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 ...
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 ...
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.
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}\...