A First Look At Rigorous Probability Theory
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A First Look At Rigorous Probability Theory
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Author : Jeffrey Seth Rosenthal
language : en
Publisher: World Scientific
Release Date : 2006
A First Look At Rigorous Probability Theory written by Jeffrey Seth Rosenthal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure theory and mathematical details in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects.
A First Look At Rigorous Probability Theory
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Author : Jeffrey S Rosenthal
language : en
Publisher: World Scientific Publishing Company
Release Date : 2000-04-20
A First Look At Rigorous Probability Theory written by Jeffrey S Rosenthal and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-04-20 with categories.
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.
First Look At Rigorous Probability Theory A 2nd Edition
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Author : Jeffrey S Rosenthal
language : en
Publisher: World Scientific Publishing Company
Release Date : 2006-11-14
First Look At Rigorous Probability Theory A 2nd Edition written by Jeffrey S Rosenthal and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
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 First Look At Rigorous Probability Theory
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Author : Jeffrey S. Rosenthal
language : en
Publisher: World Scientific
Release Date : 2000
A First Look At Rigorous Probability Theory written by Jeffrey S. Rosenthal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
This textbook is an introduction to rigorous probability theory using measure theory. It provides rigorous, complete proofs of all the essential introductory mathematical results of probability theory and measure theory. More advanced or specialized areas are entirely omitted or only hinted at. For example, the text includes a complete proof of the classical central limit theorem, including the necessary continuity theorem for characteristic functions, but the more general Lindeberg central limit theorem is only outlined and is not proved. Similarly, all necessary facts from measure theory are proved before they are used, but more abstract or advanced measure theory results are not included. Furthermore, measure theory is discussed as much as possible purely in terms of probability, as opposed to being treated as a separate subject which must be mastered before probability theory can be understood.
The Theory Of Probability
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Author : Santosh S. Venkatesh
language : en
Publisher: Cambridge University Press
Release Date : 2013
The Theory Of Probability written by Santosh S. Venkatesh and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Mathematics categories.
From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.
Probability
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Author : Rick Durrett
language : en
Publisher: Cambridge University Press
Release Date : 2010-08-30
Probability written by Rick Durrett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-30 with Mathematics categories.
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Probability Essentials
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Author : Jean Jacod
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Probability Essentials written by Jean Jacod and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
A User S Guide To Measure Theoretic Probability
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Author : David Pollard
language : en
Publisher: Cambridge University Press
Release Date : 2002
A User S Guide To Measure Theoretic Probability written by David Pollard and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.
Elementary Probability Theory
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Author : Kai Lai Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-12
Elementary Probability Theory written by Kai Lai Chung and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-12 with Mathematics categories.
In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid AitSahlia, ancien eleve, who has taught such a course and worked on the research staff of several industrial and financial institutions. The new text begins with a meticulous account of the uncommon vocab ulary and syntax of the financial world; its manifold options and actions, with consequent expectations and variations, in the marketplace. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems. For the reader whose main interest is in finance, only a portion of the first eight chapters is a "prerequisite" for the study of the last two chapters. Further specific references may be scanned from the topics listed in the Index, then pursued in more detail.
An Introduction To Measure And Probability
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Author : J.C. Taylor
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
An Introduction To Measure And Probability written by J.C. Taylor and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence. It is self- contained and rigorous with a tutorial approach that leads the reader to develop basic skills in analysis and probability. While the original goal was to bring discrete martingale theory to a wide readership, it has been extended so that the book also covers the basic topics of measure theory as well as giving an introduction to the Central Limit Theory and weak convergence. Students of pure mathematics and statistics can expect to acquire a sound introduction to basic measure theory and probability. A reader with a background in finance, business, or engineering should be able to acquire a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.