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Science/Engineering First Look at Rigorous Probability Theory

Posted on 2010-09-21




Name:Science/Engineering First Look at Rigorous Probability Theory
ASIN/ISBN:9812703713
File size:3 Mb
ISBN: 9812703713
Pages: 238 pages
File Type: PDF
File Size: 3 MB
Other Info: World Scientific Publishing Company; 2 edition (November 14, 2006)
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First Look at Rigorous Probability Theory

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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