A first look at rigorous probability theory
by Rosenthal, Jeffrey S., (Jeffrey Seth)
"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."--Jacket.
Read More ↓Title Statements
- Full title :A first look at rigorous probability theory / Jeffrey S. Rosenthal.
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."--Jacket.
Read More ↓Edition Statements
- Publication Date:©2006.
- Edition:2nd ed
Publication Statements
- Publisher(s):World Scientific
- Place of Publication:Singapore
- Language:eng
- Publication Date:©2006.
The Physical Object
- Description:1 online resource (xvi, 219 pages ): : illustrations.
Edition Identifiers
- ISBN:9789812772534, 9812772537, 9812703705, 9789812703705
- oclc:on1327796781
- LC Classification:QA273
- Dewey Decimal:519.2
Table of Contents
The need for measure theory -- Probability triples -- Further probabilistic foundations -- Expected values -- Inequalities and convergence -- Distributions of random variables -- Stochastic processes and gambling games -- Discrete Markov chains -- More probability theorems -- Weak convergence -- Characteristic functions -- Decomposition of probability laws -- Conditional probability and expectation -- Martingales -- General stochastic processes -- Mathematical background.
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