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Jeffrey S Rosenthal

First Look At Rigorous Probability Theory, A (2nd Edition)

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€63.99
A01=Jeffrey S Rosenthal
Author_Jeffrey S Rosenthal
Black-Scholes Equation
Category=PBT
Central Limit Theorem
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Expected Value
Law of Large Numbers
Markov Chain
Martingale
Measure Theory
Probability Theory
Random Variable
Stochastic Processes

Product details

  • ISBN 9789812703705
  • Publication Date: 15 Nov 2006
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Hardback
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Description
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.