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A User's Guide to Measure Theoretic Probability (Paperback) Loot Price: R1,563
Discovery Miles 15 630

A User's Guide to Measure Theoretic Probability (Paperback)

David Pollard

Series: Cambridge Series in Statistical and Probabilistic Mathematics

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Loot Price R1,563 Discovery Miles 15 630 | Repayment Terms: R146 pm x 12*

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This 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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Cambridge Series in Statistical and Probabilistic Mathematics
Release date: December 2001
First published: 2002
Authors: David Pollard
Dimensions: 255 x 179 x 20mm (L x W x T)
Format: Paperback
Pages: 351
ISBN-13: 978-0-521-00289-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 0-521-00289-3
Barcode: 9780521002899

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