First Look At Rigorous Probability Theory, A - Softcover

Rosenthal, Jeffrey S

 
9789810243227: First Look At Rigorous Probability Theory, A

Synopsis

This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results. Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.

"synopsis" may belong to another edition of this title.

Synopsis

An introduction to rigorous probability theory using measure theory. It provides rigorous, complete proofs of all the essential introductory mathematical results of probability theory and measure theory. More advanced or specialized areas are entirely omitted or only hinted at. For example, the text includes a complete proof of the classical central limit theorem, including the necessary continuity theorem for characteristic functions, but the more general Lindeberg central limit theorem is only outlined and is not proved. Similarly, all necessary facts from measure theory are proved before they are used, but more abstract or advanced measure theory results are not included. Furthermore, measure theory is discussed as much as possible purely in terms of probability, as opposed to being treated as a separate subject which must be mastered before probability theory can be understood.

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Other Popular Editions of the Same Title

9789810243036: First Look At Rigorous Probability Theory, A

Featured Edition

ISBN 10:  9810243030 ISBN 13:  9789810243036
Publisher: World Scientific Publishing Co P..., 2000
Hardcover