A first look at rigorous probability theory

A first look at rigorous probability theory

by Rosenthal, Jeffrey Seth

Type Book
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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 meas…

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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. 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:©2016
  • Edition:2nd ed., 6th repr

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:Singapore
  • Language:eng
  • Publication Date:©2016

Notes

MSC 60xx ; 28xx.

The Physical Object

  • Description:XVI, 219 p. ; : 22 cm

Edition Identifiers

  • ISBN:9789812703705, 9812703705, 9789812703712, 9812703713
  • oclc:on1322930296

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