A First Look At Rigorous Probability Theory
Download and Read A First Look At Rigorous Probability Theory full books in PDF, ePUB, and Kindle. Read online free A First Look At Rigorous Probability Theory ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Author | : Jeffrey Seth Rosenthal |
Publisher | : World Scientific |
Total Pages | : 238 |
Release | : 2006 |
Genre | : Mathematics |
ISBN | : 9812703705 |
Download A First Look at Rigorous Probability Theory Book in PDF, Epub and Kindle
Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure theory and mathematical details in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects.
Author | : Jeffrey S. Rosenthal |
Publisher | : World Scientific |
Total Pages | : 200 |
Release | : 2000 |
Genre | : Mathematics |
ISBN | : 9789810243227 |
Download A First Look at Rigorous Probability Theory Book in PDF, Epub and Kindle
This textbook is an introduction to rigorous probability theory using measure theory. It provides rigorous, complete proofs of all the essential introductory mathematical results of probability theory and measure theory. More advanced or specialized areas are entirely omitted or only hinted at. For example, the text includes a complete proof of the classical central limit theorem, including the necessary continuity theorem for characteristic functions, but the more general Lindeberg central limit theorem is only outlined and is not proved. Similarly, all necessary facts from measure theory are proved before they are used, but more abstract or advanced measure theory results are not included. Furthermore, measure theory is discussed as much as possible purely in terms of probability, as opposed to being treated as a separate subject which must be mastered before probability theory can be understood.
Author | : Jeffrey S Rosenthal |
Publisher | : World Scientific |
Total Pages | : 213 |
Release | : 2019-09-26 |
Genre | : Mathematics |
ISBN | : 9811207925 |
Download A First Look At Stochastic Processes Book in PDF, Epub and Kindle
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
Author | : Jeffrey Seth Rosenthal |
Publisher | : |
Total Pages | : |
Release | : 2006 |
Genre | : |
ISBN | : 9789812772534 |
Download A First Look at Rigorous Probability Theory Book in PDF, Epub and Kindle
Author | : Kai Lai Chung |
Publisher | : Springer Science & Business Media |
Total Pages | : 411 |
Release | : 2012-11-12 |
Genre | : Mathematics |
ISBN | : 0387215484 |
Download Elementary Probability Theory Book in PDF, Epub and Kindle
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
Author | : David Pollard |
Publisher | : Cambridge University Press |
Total Pages | : 372 |
Release | : 2002 |
Genre | : Mathematics |
ISBN | : 9780521002899 |
Download A User's Guide to Measure Theoretic Probability Book in PDF, Epub and Kindle
This 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.
Author | : George G. Roussas |
Publisher | : Gulf Professional Publishing |
Total Pages | : 463 |
Release | : 2005 |
Genre | : Computers |
ISBN | : 0125990227 |
Download An Introduction to Measure-theoretic Probability Book in PDF, Epub and Kindle
This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas, should be equipped with. The approach is classical, avoiding the use of mathematical tools not necessary for carrying out the discussions. All proofs are presented in full detail. * Excellent exposition marked by a clear, coherent and logical devleopment of the subject * Easy to understand, detailed discussion of material * Complete proofs
Author | : Jean Jacod |
Publisher | : Springer Science & Business Media |
Total Pages | : 247 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 3642556825 |
Download Probability Essentials Book in PDF, Epub and Kindle
This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
Author | : Rick Durrett |
Publisher | : Cambridge University Press |
Total Pages | : |
Release | : 2010-08-30 |
Genre | : Mathematics |
ISBN | : 113949113X |
Download Probability Book in PDF, Epub and Kindle
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Author | : Robert B. Ash |
Publisher | : Courier Corporation |
Total Pages | : 354 |
Release | : 2008-06-26 |
Genre | : Mathematics |
ISBN | : 0486466280 |
Download Basic Probability Theory Book in PDF, Epub and Kindle
This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Geared toward advanced undergraduates and graduate students, its sole prerequisite is calculus. Taking statistics as its major field of application, the text opens with a review of basic concepts, advancing to surveys of random variables, the properties of expectation, conditional probability and expectation, and characteristic functions. Subsequent topics include infinite sequences of random variables, Markov chains, and an introduction to statistics. Complete solutions to some of the problems appear at the end of the book.