A Probability Path

1. Auflage 1998. 3rd printing 2003
ISBN: 978-0-8176-4055-2
Verlag: Birkhäuser

Buch, Englisch, 454 Seiten, GB, Format (B × H): 155 mm x 235 mm, Gewicht: 1840 g

Many probability books are written by mathematicians and have the built in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering.

Zielgruppe

Research

Autoren/Hrsg.

Resnick, Sidney

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

1. Sets and Events; 2. Probability Spaces; 3. Random Variables, Elements and Measurable Maps; 4. Independence; 5. Integration and Expectation; 6. Convergence Concepts; 7. Laws of Large Numbers and Sums of Independent Random Variables; 8. Convergence in Distribution; 9. Characteristic Functions and the Central Limit Theorem;
10. Martingales; Index; References