Introduction To Probability

Dimitri P. Bertsekas; John N. Tsitsiklis

ISBN 10: 188652940X / ISBN 13: 9781886529403

Published by Athena Scientific, 2002

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Synopsis:

An intuitive, yet precise introduction to probability theory, stochastic processes, and probabilistic models used in science, engineering, economics, and related fields. This is the currently used textbook for "Probabilistic Systems Analysis," an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject. It also contains, a number of more advanced topics, from which an instructor can choose to match the goals of a particular course. These topics include transforms, sums of random variables, least squares estimation, the bivariate normal distribution, and a fairly detailed introduction to Bernoulli, Poisson, and Markov processes. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just intuitively explained in the text, but is developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems. The book has been widely adopted for classroom use in introductory probability courses within the USA and abroad.

Bibliographic Details

Title: Introduction To Probability
Publisher: Athena Scientific
Publication Date: 2002
Binding: Hardcover
Condition: very good