A First Look at Rigorous Probability Theory - Couverture rigide

Rosenthal, Jeffrey S

Couverture rigide

ISBN 10 : 9812703705 ISBN 13 : 9789812703705

Editeur : World Scientific Publishing Co Pte Ltd, 2006

Synopsis

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. In this new edition, many exercises and small additional topics have been added and existing ones expanded. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.

A propos du livre

Revue de presse

This is a fine textbook on probability theory based on measure theory. The parts of measure theory that are needed are developed within the book and a teacher of measure theory could find them quite useful. The construction of the Lebesgue measure (extension theorem) is unusual and interesting. --Mathematical Reviews

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2006
• Langue: anglais
• ISBN 10: 9812703705
• ISBN 13: 9789812703705
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 236
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible