A first look at rigorous probability theory

A first look at rigorous probability theory

by Rosenthal, Jeffrey S.

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"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 mea…

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Title Statements

  • Full title :A first look at rigorous probability theory / Jeffrey S. Rosenthal (University of Toronto, Canada).

Summary

"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." --

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Edition Statements

  • Publication Date:©2006
  • Edition:Second edition

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:Singapore
  • Language:eng
  • Publication Date:©2006

The Physical Object

  • Description:xvi, 219 pages ; : 23 cm

Edition Identifiers

  • ISBN:9789812703705, 9789812703712, 9812703705, 9812703713
  • oclc:ocn493896512
  • LC Classification:QA273.
  • Dewey Decimal:519.2

Subjects

Manuels d'enseignement supérieur Measure theory Mesure, théorie de la Mesures de probabilités Probabilités Probabilités -- Manuels d'enseignement … probabilités -- théorie de la mesure ma… Probabilities PROBABILITY Probability measures Théorie de la mesure théorie de la mesure mathématique Wahrscheinlichkeitsrechnung Wahrscheinlichkeitstheorie

Writers

Rosenthal, Jeffrey S.

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