A User's Guide to Measure Theoretic Probability pdf epub mobi txt 電子書下載2025

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出版者:Cambridge University Press

作者:David Pollard

出品人:

頁數:366

译者:

出版時間:2001-12-10

價格:USD 49.00

裝幀:Paperback

isbn號碼:9780521002899

叢書系列:Cambridge Series in Statistical and Probabilistic Mathematics

圖書標籤:

數學
Probability
概率論
Measure,
計算機
數學和計算機
應用數學-概率論
work

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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.