
First Look At Rigorous Probability Theory, A
Jeffrey S. Rosenthal(Author)
World Scientific Publishing Co Pte Ltd
Will be published approx. on 20. April 2000
Book
Hardback
192 pages
978-981-02-4303-6 (ISBN)
Article not available at the moment
Description
This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results. Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professional and scholarly
ISBN-13
978-981-02-4303-6 (9789810243036)
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Jeffrey S. Rosenthal
First Look At Rigorous Probability Theory, A (2nd Edition)
Book
11/2006
2nd Edition
World Scientific Publishing Co Pte Ltd
€53.70
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Content
The need for measure theory; probability triples; further probabilistic foundations; expected values; inequalities and laws of large numbers; distributions of random variables; stochastic processes and gambling games; discrete Markov chains; some further probability results; weak convergence; characteristic functions; decomposition of probability laws; conditional probability and expectation; Martingales; introduction to other stochastic processes.