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Více o knize
Focusing on probability theory, this book serves as a comprehensive resource for students lacking a background in measure theory. It covers essential topics like independence, conditioning, and martingales, while also delving into advanced subjects such as coupling, option pricing, and the isoperimetric inequality for Gaussian processes. Beyond mere theory, it provides insights into the rationale behind the concepts, making it an ideal foundational text for those seeking to grasp rigorous probabilistic arguments and their implications.
Nákup knihy
A User's Guide to Measure Theoretic Probability, David Pollard
- Jazyk
- Rok vydání
- 2001
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Doručení
Platební metody
Navrhnout úpravu
- Titul
- A User's Guide to Measure Theoretic Probability
- Jazyk
- anglicky
- Autoři
- David Pollard
- Vydavatel
- Cambridge University Press
- Rok vydání
- 2001
- Vazba
- měkká
- Počet stran
- 366
- ISBN13
- 9780521002899
- Kategorie
- Matematika
- Anotace
- Focusing on probability theory, this book serves as a comprehensive resource for students lacking a background in measure theory. It covers essential topics like independence, conditioning, and martingales, while also delving into advanced subjects such as coupling, option pricing, and the isoperimetric inequality for Gaussian processes. Beyond mere theory, it provides insights into the rationale behind the concepts, making it an ideal foundational text for those seeking to grasp rigorous probabilistic arguments and their implications.