An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching the basics of measure theoretic probability. This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas should be equipped with.
This edition requires no prior knowledge of measure theory, covers all its topics in great detail, and includes one chapter on the basics of ergodic theory and one chapter on two cases of statistical estimation. Topics range from the basic properties of a measure to modes of convergence of a sequence of random variables and their relationships; the integral of a random variable and its basic properties; standard convergence theorems; standard moment and probability inequalities; the Hahn-Jordan Decomposition Theorem; the Lebesgue Decomposition T; conditional expectation and conditional probability; theory of characteristic functions; sequences of independent random variables; and ergodic theory. There is a considerable bend toward the way probability is actually used in statistical research, finance, and other academic and nonacademic applied pursuits. Extensive exercises and practical examples are included, and all proofs are presented in full detail. Complete and detailed solutions to all exercises are available to the instructors on the book companion site.
This text will be a valuable resource for graduate students primarily in statistics, mathematics, electrical and computer engineering or other information sciences, as well as for those in mathematical economics/finance in the departments of economics.
Considerable bend toward the way probability is used in statistics in non-mathematical settings in academic, research and corporate/finance pursuits.
"synopsis" may belong to another edition of this title.
An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching students of statistics, mathematics, engineering, econometrics, finance, and other disciplines that measure theoretic probability. This book requires no prior knowledge of measure theory, discusses all its topics in great detail, and includes one chapter on the basics of ergodic theory and one chapter on two cases of statistical estimation. There is a considerable bend toward the way probability is actually used in statistical research, finance, and other academic and nonacademic applied pursuits. This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas should be equipped with.* Provides in a concise, yet detailed way, the bulk of probabilistic tools essential to a student working toward an advanced degree in statistics, probability, and other related fields* Includes extensive exercises and practical examples to make complex ideas of advanced probability accessible to graduate students in statistics, probability, and related fields* All proofs presented in full detail and complete and detailed solutions to all exercises are available to the instructors on book companion site* Considerable bend toward the way probability is used in statistics in non-mathematical settings in academic, research and corporate/finance pursuits.
Review:"...a very thorough discussion of many of the pillars of the subject, showing in particular how 'measure theory with total measure one' is just the tip of the iceberg...It’s quite a book."--MAA.org, An Introduction to Measure-Theoretic Probability
"This second edition employs a classical approach to teaching students of statistics, mathematics, engineering, econometrics, finance, and other disciplines measure-theoretic probability...requires no prior knowledge of measure theory, discusses all its topics in great detail, and includes one chapter on the basics of ergodic theory and one chapter on two cases of statistical estimation."--Zentralblatt MATH 1287-1 "...provides basic tools in measure theory and probability, in the classical spirit, relying heavily on characteristic functions as tools without using martingale or empirical process methods. A well-written book. Highly recommended [for] graduate students; faculty."--CHOICE "Based on the material presented in the manuscript, I would without any hesitation adopt the published version of the book. The topics dealt are essential to the understanding of more advanced material; the discussion is deep and it is combined with the use of essential technical details. It will be an extremely useful book. In addition it will be a very popular book."--Madan Puri, Indiana University "Would likely use as one of two required references when I teach either Stat 709 or Stat 732 again. Would also highly recommend to colleagues. The author has written other excellent graduate texts in mathematical statistics and contiguity and this promises to be another. This book could well become an important reference for mathematical statisticians."--Richard Johnson, University of Wisconsin "The author has succeeded in making certain deep and fundamental ideas of probability and measure theory accessible to statistics majors heading in the direction of graduate studies in statistical theory."--Doraiswamy Ramachandran, California State University
"About this title" may belong to another edition of this title.
Book Description Academic Press. Book Condition: New. Brand New! Ships next business day!. Bookseller Inventory # OFH-2990000499684
More Information About This Seller | Ask Bookseller a Question
Book Description Book Condition: New. Dust Jacket Condition: New. Shipped promptly and delivered within 3 to 5 working days. For PO BOX, APO, FPO and Puerto Rico addresses delivery done in 20 to 25 working days. Serving customers since 2006. Thousand of satisfied customers!. Bookseller Inventory # REG_9780128000427_Elsev1012_67
More Information About This Seller | Ask Bookseller a Question
Book Description Academic Press 2014-07-16, 2014. Hardcover. Book Condition: New. Bookseller Inventory # NU-ELS-00006519
More Information About This Seller | Ask Bookseller a Question
Book Description Book Condition: New. New. US edition. Perfect condition. Ship by express service to USA, Canada, Australia, France, Italy, UK, Germany and Netherland. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-16502
More Information About This Seller | Ask Bookseller a Question
Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB16502
More Information About This Seller | Ask Bookseller a Question
Book Description Academic Press, 2014. Hardcover. Book Condition: New. book. Bookseller Inventory # 0128000422
More Information About This Seller | Ask Bookseller a Question
Book Description Book Condition: Brand New. New, US edition. Excellent Customer Service. Bookseller Inventory # ABEUSA-16502
More Information About This Seller | Ask Bookseller a Question
Book Description Academic Press, 2014. Hardback. Book Condition: NEW. 9780128000427 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0895517
More Information About This Seller | Ask Bookseller a Question
Book Description Academic Press, 2014. Hardback. Book Condition: NEW. 9780128000427 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE01199448
More Information About This Seller | Ask Bookseller a Question
Book Description Academic Pr, 2014. HRD. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # TE-9780128000427
More Information About This Seller | Ask Bookseller a Question