A Probability Path

Sidney I. Resnick (Herausgeber)

Buch | Hardcover

453 Seiten

2003 | 1st ed. 1998. 3rd printing 2003
Birkhauser Boston (Verlag)
978-0-8176-4055-2 (ISBN)

Infos

This text is designed to cover the essentials of probability theory in a one-semester course. Less encyclopedic in scope than other probability texts, it is motivated by an approach to the subject suitable to the applied mathematics student.

---

Many probability books are written by mathematicians and have the built in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering.

Inhalt

1. Sets and Events; 2. Probability Spaces; 3. Random Variables, Elements and Measurable Maps; 4. Independence; 5. Integration and Expectation; 6. Convergence Concepts; 7. Laws of Large Numbers and Sums of Independent Random Variables; 8. Convergence in Distribution; 9. Characteristic Functions and the Central Limit Theorem; 10. Martingales; Index; References

Produkt-Details

• Erscheint lt. Verlag: 1.9.2003
• Zusatzinfo: 1 black & white tables, biography
• Verlagsort: Berlin
• Sprache: englisch
• Maße: 156 x 234 mm
• Gewicht: 1840 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management
• ISBN-10: 0-8176-4055-X / 081764055X
• ISBN-13: 978-0-8176-4055-2 / 9780817640552
• Zustand: Neuware