Probability Essentials pdf epub mobi txt 电子书下载 2025

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出版者:Springer

作者:Jean Jacod

出品人:

页数:254

译者:

出版时间:2004-8-5

价格:USD 52.95

装帧:Paperback

isbn号码:9783540438717

丛书系列:universitext

图书标签:

概率论
数学
概率
Probability
统计学
Mathematics
Math.概率
经济学
概率论
数学
统计学
基础理论
随机变量
概率分布
期望方差
大数定律
中心极限定理
应用数学

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具体描述

This introduction to Probability Theory 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 (Economics), Electrical Engineering, and Operations Research. The text covers the essentials in a directed and lean way with 28 short chapters. Assuming of readers only an undergraduate background in mathematics, it brings them from a starting knowledge of the subject to a knowledge of the basics of Martingale Theory. After learning Probability Theory from this text, 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. The second edition contains some additions to the text and to the references and some parts are completely rewritten.