Probability Essentials
2nd Edition
Published on 28. October 2002
Book
Paperback/Softback
X, 254 pages
978-3-540-43871-7 (ISBN)
Description
We present here a one semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated students and researchers (especially in Engineering, Economics, and Statistics) who need a proper grounding in Probability in order to pursue their primary interests. Many Probability texts available today are celebrations of Probability Theory, containing treatments of fascinating topics to be sure, but nevertheless they make it difficult to construct a lean one semester course that covers (what we believe) are the essential topics.
Reviews / Votes
"(The book is) a lean and largely self-contained introduction to the modern theory of probability, aimed at advanced undergraduate or beginning graduate students. The 28 short chapters belie the book's genesis as polished lecture notes; the exposition is sleek and rigorous and each chapter ends with a supporting collection of mainly routine exercises. ... The authors make it clear what luggage is required for this exhilarating trek,... a good knowledge of advanced calculus, some linear algebra, and some "mathematical sophistication". With this understood, the itinerary is immaculately paced and planned with just the right balances of technical ascents and pauses to admire the scenery. Within the constraints of a slim volume, it is hard to imagine how the authors could have done a more effective or more attractive job." The Mathematical Gazette, Vol. 84, No 500, 2000 "The authors provide the shortest path through the twenty-eight chapter headings. The topics are treated in a mathematically and pedagogically digestible way. The writing is concise and crisp: the average chapter length is about eight pages. ... Numerous exercises add to the value of the text as a teaching tool. In conclusion, this is an excellent text for the intended audience."Short Book Reviews, Vol. 21, No. 2, 2001
More details
Series
Edition
2nd ed. 2004
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Research
Edition type
Revised edition
Illustrations
X, 254 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 15 mm
Weight
411 gr
ISBN-13
978-3-540-43871-7 (9783540438717)
DOI
10.1007/978-3-642-55682-1
Schweitzer Classification
Other editions
Additional editions
Jean Jacod | Philip Protter
Probability Essentials
E-Book
12/2012
2nd Edition
Springer
€69.54
Available for download
Previous edition
Jean Jacod | Philip Protter
Probability Essentials
Book
12/1999
Springer
€85.55
Article exhausted; check for reprint
Persons
Content
1 Introduction.- 2 Axioms of Probability.- 3 Conditional Probability and Independence.- 4 Probabilities on a Finite or Countable Space.- 5 Random Variables on a Countable Space.- 6 Construction of a Probability Measure.- 7 Construction of a Probability Measure on R.- 8 Random Variables.- 9 Integration with Respect to a Probability Measure.- 10 Independent Random Variables.- 11 Probability Distributions on R.- 12 Probability Distributions on Rn.- 13 Characteristic Functions.- 14 Properties of Characteristic Functions.- 15 Sums of Independent Random Variables.- 16 Gaussian Random Variables (The Normal and the Multivariate Normal Distributions).- 17 Convergence of Random Variables.- 18 Weak Convergence.- 19 Weak Convergence and Characteristic Functions.- 20 The Laws of Large Numbers.- 21 The Central Limit Theorem.- 22 L2 and Hilbert Spaces.- 23 Conditional Expectation.- 24 Martingales.- 25 Supermartingales and Submartingales.- 26 Martingale Inequalities.- 27 Martingale Convergence Theorems.- 28 The Radon-Nikodym Theorem.- References.