A User's Guide to Measure Theoretic Probability

- Series Number 8: A User's Guide to Measure Theoretic Probability

af

indgår i serie Cambridge Series in Statistical and Probabilistic Mathematics, 8


A User's Guide to Measure Theoretic Probability
Format:
Bog, hardback
Udgivelsesdato:
17-12-2001
Sprog:
Engelsk
  • Beskrivelse
  • Yderligere info
  • Anmeldelser

Rigorous probabilistic arguments, built on the foundation of measure theory introduced eighty years ago by Kolmogorov, have invaded many fields. Students of statistics, biostatistics, econometrics, finance, and other changing disciplines now find themselves needing to absorb theory beyond what they might have learned in the typical undergraduate, calculus-based probability course. This 2002 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.

Andre udgaver:

Bog, hæftet

Vis mereVis mindre

Udgivelsesdato:
17-12-2001
ISBN13:
9780521802420
Vægt:
850 g
Dybde:
21 mm
Bredde:
178 mm
Højde:
254 mm
Nummer i serien:
8
Nummer i serien:
8
Format:
Hardback
  • Forfattere

  • Bibliotekernes beskrivelse

    This 2002 book is a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean. Worked examples or Exercises

Vis mereVis mindre

Vis mereVis mindre

A User's Guide to Measure Theoretic Probability

- Series Number 8: A User's Guide to Measure Theoretic Probability

af

indgår i serie Cambridge Series in Statistical and Probabilistic Mathematics, 8

  • Leveringstid 2-3 uger
  • Forventet levering 06-11-2019

på lager

Fandt du ikke hvad du søgte?

Hvis denne bog ikke er noget for dig, kan du benytte kategorierne nedenfor til at finde andre titler. Klik på en kategori for at se lignende bøger.

Se andre bøger, der handler om

Velkommen til Saxo

Kom i gang nu!