A Basic Course In Measure And Probability
Download A Basic Course In Measure And Probability PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get A Basic Course In Measure And Probability book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
A Basic Course in Measure and Probability
Author: Ross Leadbetter
language: en
Publisher: Cambridge University Press
Release Date: 2014-01-30
A concise introduction covering all of the measure theory and probability most useful for statisticians.
A User's Guide to Measure Theoretic Probability
Author: David Pollard
language: en
Publisher: Cambridge University Press
Release Date: 2002
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.
A Basic Course in Probability Theory
Author: Rabi Bhattacharya
language: en
Publisher: Springer Science & Business Media
Release Date: 2007-07-08
Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst? There are at least two ways to develop probability theory. The more familiar path is to treat it as its own discipline, and work from intuitive examples such as coin flips and conundrums such as the Monty Hall problem. An alternative is to first develop measure theory and analysis, and then add interpretation. Bhattacharya and Waymire take the second path.