Introduction To Probability Theory: A First Course On The Measure-theoretic Approach

Nima Moshayedi (Autor)

Buch | Hardcover

292 Seiten

2022
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-12-4674-6 (ISBN)

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This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economics, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it.The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random variables, as well as different types of convergence and limit theorems. The first part contains two chapters. The first chapter presents combinatorial aspects of probability theory, and the second chapter delves into the actual introduction to probability theory, which contains the modern probability language. The second part is devoted to some more sophisticated methods such as conditional expectations, martingales and Markov chains. These notions will be fairly accessible after reading the first part.

Erscheinungsdatum	26.04.2022
Reihe/Serie	World Scientific Series on Probability Theory and Its Applications ; 3
Verlagsort	Singapore
Sprache	englisch
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	981-12-4674-2 / 9811246742
ISBN-13	978-981-12-4674-6 / 9789811246746
Zustand	Neuware