Measure, Integration and a Primer on Probability Theory PDF Download
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Author: Stefano Gentili
Publisher: Springer Nature
ISBN: 3030549402
Category : Mathematics
Languages : en
Pages : 458
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Book Description
The text contains detailed and complete proofs and includes instructive historical introductions to key chapters. These serve to illustrate the hurdles faced by the scholars that developed the theory, and allow the novice to approach the subject from a wider angle, thus appreciating the human side of major figures in Mathematics. The style in which topics are addressed, albeit informal, always maintains a rigorous character. The attention placed in the careful layout of the logical steps of proofs, the abundant examples and the supplementary remarks disseminated throughout all contribute to render the reading pleasant and facilitate the learning process. The exposition is particularly suitable for students of Mathematics, Physics, Engineering and Statistics, besides providing the foundation essential for the study of Probability Theory and many branches of Applied Mathematics, including the Analysis of Financial Markets and other areas of Financial Engineering.
Author: Stefano Gentili
Publisher: Springer Nature
ISBN: 3030549402
Category : Mathematics
Languages : en
Pages : 458
Get Book Here
Book Description
The text contains detailed and complete proofs and includes instructive historical introductions to key chapters. These serve to illustrate the hurdles faced by the scholars that developed the theory, and allow the novice to approach the subject from a wider angle, thus appreciating the human side of major figures in Mathematics. The style in which topics are addressed, albeit informal, always maintains a rigorous character. The attention placed in the careful layout of the logical steps of proofs, the abundant examples and the supplementary remarks disseminated throughout all contribute to render the reading pleasant and facilitate the learning process. The exposition is particularly suitable for students of Mathematics, Physics, Engineering and Statistics, besides providing the foundation essential for the study of Probability Theory and many branches of Applied Mathematics, including the Analysis of Financial Markets and other areas of Financial Engineering.
Author: Marek Capinski
Publisher: Springer Science & Business Media
ISBN: 1447136314
Category : Mathematics
Languages : en
Pages : 229
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Book Description
This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on measure, many illustrative examples and applications, including a thorough discussion of standard probability distributions and densities, are opened. The book also includes many problems and their fully worked solutions.
Author: Robert B. Ash
Publisher: Academic Press
ISBN: 9780120652020
Category : Mathematics
Languages : en
Pages : 536
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Book Description
Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. Clear, readable style Solutions to many problems presented in text Solutions manual for instructors Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics No knowledge of general topology required, just basic analysis and metric spaces Efficient organization
Author: Robert B. Ash
Publisher: Courier Corporation
ISBN: 0486466280
Category : Mathematics
Languages : en
Pages : 354
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Book Description
This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Geared toward advanced undergraduates and graduate students, its sole prerequisite is calculus. Taking statistics as its major field of application, the text opens with a review of basic concepts, advancing to surveys of random variables, the properties of expectation, conditional probability and expectation, and characteristic functions. Subsequent topics include infinite sequences of random variables, Markov chains, and an introduction to statistics. Complete solutions to some of the problems appear at the end of the book.
Author: H. S. Bear
Publisher: Academic Press
ISBN: 9780120839711
Category : Mathematics
Languages : en
Pages : 184
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Book Description
The Lebesgue integral is now standard for both applications and advanced mathematics. This books starts with a review of the familiar calculus integral and then constructs the Lebesgue integral from the ground up using the same ideas. A Primer of Lebesgue Integration has been used successfully both in the classroom and for individual study. Bear presents a clear and simple introduction for those intent on further study in higher mathematics. Additionally, this book serves as a refresher providing new insight for those in the field. The author writes with an engaging, commonsense style that appeals to readers at all levels.
Author: F.M. Dekking
Publisher: Springer Science & Business Media
ISBN: 1846281687
Category : Mathematics
Languages : en
Pages : 485
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Book Description
Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books
Author: R. Meester
Publisher: Springer Science & Business Media
ISBN: 3764387246
Category : Mathematics
Languages : en
Pages : 201
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Book Description
Compactly written, but nevertheless very readable, appealing to intuition, this introduction to probability theory is an excellent textbook for a one-semester course for undergraduates in any direction that uses probabilistic ideas. Technical machinery is only introduced when necessary. The route is rigorous but does not use measure theory. The text is illustrated with many original and surprising examples and problems taken from classical applications like gambling, geometry or graph theory, as well as from applications in biology, medicine, social sciences, sports, and coding theory. Only first-year calculus is required.
Author: Efe A. Ok
Publisher: Princeton University Press
ISBN: 1400840899
Category : Business & Economics
Languages : en
Pages : 833
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Book Description
There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. Real Analysis with Economic Applications aims to fill this gap by providing an ideal textbook and reference on real analysis tailored specifically to the concerns of such students. The emphasis throughout is on topics directly relevant to economic theory. In addition to addressing the usual topics of real analysis, this book discusses the elements of order theory, convex analysis, optimization, correspondences, linear and nonlinear functional analysis, fixed-point theory, dynamic programming, and calculus of variations. Efe Ok complements the mathematical development with applications that provide concise introductions to various topics from economic theory, including individual decision theory and games, welfare economics, information theory, general equilibrium and finance, and intertemporal economics. Moreover, apart from direct applications to economic theory, his book includes numerous fixed point theorems and applications to functional equations and optimization theory. The book is rigorous, but accessible to those who are relatively new to the ways of real analysis. The formal exposition is accompanied by discussions that describe the basic ideas in relatively heuristic terms, and by more than 1,000 exercises of varying difficulty. This book will be an indispensable resource in courses on mathematics for economists and as a reference for graduate students working on economic theory.
Author: Terence Tao
Publisher: American Mathematical Soc.
ISBN: 1470466406
Category : Education
Languages : en
Pages : 206
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Book Description
This is a graduate text introducing the fundamentals of measure theory and integration theory, which is the foundation of modern real analysis. The text focuses first on the concrete setting of Lebesgue measure and the Lebesgue integral (which in turn is motivated by the more classical concepts of Jordan measure and the Riemann integral), before moving on to abstract measure and integration theory, including the standard convergence theorems, Fubini's theorem, and the Carathéodory extension theorem. Classical differentiation theorems, such as the Lebesgue and Rademacher differentiation theorems, are also covered, as are connections with probability theory. The material is intended to cover a quarter or semester's worth of material for a first graduate course in real analysis. There is an emphasis in the text on tying together the abstract and the concrete sides of the subject, using the latter to illustrate and motivate the former. The central role of key principles (such as Littlewood's three principles) as providing guiding intuition to the subject is also emphasized. There are a large number of exercises throughout that develop key aspects of the theory, and are thus an integral component of the text. As a supplementary section, a discussion of general problem-solving strategies in analysis is also given. The last three sections discuss optional topics related to the main matter of the book.
Author: M.M. Rao
Publisher: CRC Press
ISBN: 1420027433
Category : Mathematics
Languages : en
Pages : 506
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Book Description
In response to unanswered difficulties in the generalized case of conditional expectation and to treat the topic in a well-deservedly thorough manner, M.M. Rao gave us the highly successful first edition of Conditional Measures and Applications. Until this groundbreaking work, conditional probability was relegated to scattered journal articles and
