A First Look at Rigorous Probability Theory pdf epub mobi txt 电子书 下载 2025
- real_analysis
- probability
- Mathematics
- 概率论
- 数学
- 研究生教材
- 严谨性
- 测度论
- 随机变量
- 大数定律
- 中心极限定理
- 概率空间
- 统计基础
具体描述
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.
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