Books in the Chapman & Hall/CRC Probability Series series

Part of a two-volume text and reference work, this volume concentrates on the applications of probability to statistics. Topics include: the art of calculating densities of complicated transformations of random vectors; exponential models; consistency of maximum estimators; and other topics.

Part of a two-volume text and reference work, this volume begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, particularly those parts that are used in statistics.

This text is intended for mature analysts and for graduate students who have completed a solid course in measure and integration theory.It emphasizes topics of interest to analysts.

Emphasizing fundamental mathematical ideas rather than proofs, this book provides access to important foundations of probability theory applicable to problems in many fields. It also discusses Markov chains, optimal stopping, martingales, and Brownian motion.