## A first look at rigorous probability theory

Publication details: Singapore: World Scientific Publishing Co. Pte. Ltd. [c2006]Edition: 2nd EdDescription: 219 pISBN: 9789812703712Subject(s): MathematicsLOC classification: QA273. R784Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|---|

Book | ICTS | Mathematics | Rack No 5 | QA273 .R784 (Browse shelf (Opens below)) | Checked out to Elizabeth Sara Roy (0008456945) | 11/25/2024 | 02858 |

1. The Need for Measure Theory

2. Probability Triples

3. Further Probabilistic Foundations

4. Expected Values

5. Inequalities and Convergence

6. Distributions of Random Variables

7. Stochastic Processes and Gambling Games

8. Discrete Markov Chains

9. More Probability Theorems

10 Weak Convergence

11. Characteristic Functions

12. Decomposition of Probability Laws

13. Conditional Probability and Expectation

14. Martingales

15. General Stochastic Processes

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. --- summary provided by publisher

There are no comments on this title.