Probability essentials
2nd ed.
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Author
Contributions
- Protter, Philip E. - Contributor
Publication
2003 - Springer, Berlin
Language
English
Word Count
63,500 words, Guess
Page Count
254 pages
Identifiers
- Open LibraryOL3562941M
- ISBN-103540438718
- OCLC Control Number50643662
- OCLC Control Numberprobability00jaco
- Library of Congress Control Number2002030956
and 2 more
- LibraryThing2642935
- Goodreads819023
Classifications
- DDC519.2
- LCCQA273 .J26 2003
Description
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.
Subjects
Topics
Series Statement
- Universitext
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