A User's Guide to Measure Theoretic Probability 2024 pdf epub mobi 电子书

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发表于2024-12-31

A User's Guide to Measure Theoretic Probability 2024 pdf epub mobi 电子书

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看过好几本概率论教材，那些教材或多或少读到某一部分都有似曾看过的感觉。但是，Pollard的这本概率论教材非常不一样（试看他采用的期望符号），有非常强的个人风格。书中（相对其他教材）有不少图，行文中不乏醍醐灌顶的句子，读起来常有耳目一新之感。印象最深的是，不似之...

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出版者:Cambridge University Press

作者:David Pollard

出品人:

页数:366

译者:

出版时间:2001-12-10

价格:USD 49.00

装帧:Paperback

isbn号码:9780521002899

丛书系列:Cambridge Series in Statistical and Probabilistic Mathematics

图书标签: 数学 Probability 概率论 Measure, 计算机数学和计算机应用数学-概率论 work

A User's Guide to Measure Theoretic Probability 2024 pdf epub mobi 电子书图书描述

Rigorous probabilistic arguments, built on the foundation of measure theory introduced eighty years ago by Kolmogorov, have invaded many fields. Students of statistics, biostatistics, econometrics, finance, and other changing disciplines now find themselves needing to absorb theory beyond what they might have learned in the typical undergraduate, calculus-based probability course. This 2002 book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.

A User's Guide to Measure Theoretic Probability 2024 pdf epub mobi 电子书

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