Introduction To Probability Theory:A First Course On The Measure-theoretic Approach:3 (World Scientific Series On Probability Theory And Its Applications)

by: Nima Moshayedi (Author)

Publisher: WSPC

Publication Date: 25 Mar. 2022

Language: English

Print Length: 292 pages

ISBN-10: 9811246742

ISBN-13: 9789811246746

Book Description

This book provides a first introduction to the methods of probability theory by using the mode 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 leaing 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 mode 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.

未经允许不得转载：Wow! eBook » Introduction To Probability Theory:A First Course On The Measure-theoretic Approach:3 (World Scientific Series On Probability Theory And Its Applications)