This textbook offers a complete one-semester course in probability,
covering the essential topics necessary for further study in the
areas of probability and statistics. The book begins with a review
of the fundamentals of measure theory and integration. Probability
measures, random variables, and their laws are introduced next,
along with the main analytic tools for their investigation,
accompanied by some applications to statistics. Questions of
convergence lead to classical results such as the law of large
numbers and the central limit theorem with their applications also
to statistical analysis and more. Conditioning is the next main
topic, followed by a thorough introduction to discrete time
martingales. Some attention is given to computer simulation.
Through the text, over 150 exercises with full solutions not only
reinforce the concepts presented, but also provide students with
opportunities to develop their problem-solving skills, and make
this textbook suitable for guided self-study. Based on years of
teaching experience, the author's expertise will be evident in the
clear presentation of material and the carefully chosen exercises.
Assuming familiarity with measure and integration theory as well as
elementary notions of probability, the book is specifically
designed for teaching in parallel with a first course in measure
theory. An invaluable resource for both instructors and students
alike, it offers ideal preparation for further courses in
statistics or probability, such as stochastic calculus, as covered
in the author's book on the topic.
General
| Imprint: |
Springer International Publishing AG
|
| Country of origin: |
Switzerland |
| Series: |
Universitext |
| Release date: |
October 2023 |
| First published: |
2023 |
| Authors: |
Paolo Baldi
|
| Dimensions: |
235 x 155mm (L x W) |
| Pages: |
333 |
| Edition: |
1st ed. 2023 |
| ISBN-13: |
978-3-03-138491-2 |
| Categories: |
Books
Promotions
|
| LSN: |
3-03-138491-1 |
| Barcode: |
9783031384912 |
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