First Look at Rigorous Probability Theory pdf epub mobi txt 電子書 下載2025
- Probability
- 數學
- 概率論
- 概率
- Statistics
- Math
- 概率論與數理統計
- 教材
- 概率論
- 嚴格概率論
- 測度論
- 概率模型
- 隨機過程
- 數學概率
- 概率論基礎
- 高等概率論
- 概率論教材
- 統計學
具體描述
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.
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
著者簡介
圖書目錄
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
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用戶評價
Very good display of probability using measure
评分Very good display of probability using measure
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评分概率測度入門強推
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