Externally indexed torrent

If you are the original uploader, contact staff to have it moved to your account

Textbook in PDF format

This book discusses diverse concepts and notions – and their applications – concerning probability and random variables at the intermediate to advanced level. It explains basic concepts and results in a clearer and more complete manner than the extant literature. In addition to a range of concepts and notions concerning probability and random variables, the coverage includes a number of key advanced concepts in mathematics. Readers will also find unique results on e.g. the explicit general formula of joint moments and the expected values of nonlinear functions for normal random vectors. In addition, interesting applications of the step and impulse functions in discussions on random vectors are presented. Thanks to a wealth of examples and a total of 330 practice problems of varying difficulty, readers will have the opportunity to significantly expand their knowledge and skills. The book is rounded out by an extensive index, allowing readers to quickly and easily find what they are looking for.
This book is a translated version, with some revisions, from Theory of Random Variables, originally written in Korean by the first author in the year 2020. This book is intended primarily for those who try to advance one step further beyond the basic level of knowledge and experience on probability and random variables.
Preface.
Fundamentals of Probability.
Random Variables.
Random Vectors.
Normal Random Vectors.
Convergence of Random Variables.
Answers to Selected Exercises.
Index