THIS INTRODUCTION CAN BE USED, AT THE BEGINNING GRADUATE LEVEL, FOR A ONE-SEMESTER COURSE ON PROBABILITY THEORY OR FOR SELF-DIRECTION WITHOUT BENEFIT OF A FORMAL COURSE; THE MEASURE THEORY NEEDED IS DEVELOPED IN THE TEXT. IT WILL ALSO BE USEFUL FOR STUDENTS AND TEACHERS IN RELATED AREAS SUCH AS FINANCE THEORY, ELECTRICAL ENGINEERING, AND OPERATIONS RESEARCH. THE TEXT COVERS THE ESSENTIALS IN A DIRECTED AND LEAN WAY WITH 28 SHORT CHAPTERS, AND ASSUMES ONLY AN UNDERGRADUATE BACKGROUND IN MATHEMATICS. READERS ARE TAKEN RIGHT UP TO A KNOWLEDGE OF THE BASICS OF MARTINGALE THEORY, AND THE INTERESTED STUDENT WILL BE READY TO CONTINUE WITH THE STUDY OF MORE ADVANCED TOPICS, SUCH AS BROWNIAN MOTION AND ITO CALCULUS, OR STATISTICAL INFERENCE.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
"(The book is) a lean and largely self-contained introduction to the modern theory of probability, aimed at advanced undergraduate or beginning graduate students. The 28 short chapters belie the book's genesis as polished lecture notes; the exposition is sleek and rigorous and each chapter ends with a supporting collection of mainly routine exercises. ... The authors make it clear what luggage is required for this exhilarating trek,... a good knowledge of advanced calculus, some linear algebra, and some "mathematical sophistication". With this understood, the itinerary is immaculately paced and planned with just the right balances of technical ascents and pauses to admire the scenery. Within the constraints of a slim volume, it is hard to imagine how the authors could have done a more effective or more attractive job." The Mathematical Gazette, Vol. 84, No 500, 2000 "The authors provide the shortest path through the twenty-eight chapter headings. The topics are treated in a mathematically and pedagogically digestible way. The writing is concise and crisp: the average chapter length is about eight pages. ... Numerous exercises add to the value of the text as a teaching tool. In conclusion, this is an excellent text for the intended audience."
Short Book Reviews, Vol. 21, No. 2, 2001
This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Gratis für den Versand innerhalb von/der USA
Versandziele, Kosten & DauerEUR 4,89 für den Versand von Vereinigtes Königreich nach USA
Versandziele, Kosten & DauerAnbieter: ThriftBooks-Dallas, Dallas, TX, USA
Paperback. Zustand: Good. No Jacket. Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 0.92. Artikel-Nr. G3540438718I3N10
Anzahl: 1 verfügbar
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9783540438717. Artikel-Nr. 8693495
Anzahl: 1 verfügbar
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Artikel-Nr. GB-9783540438717
Anzahl: 5 verfügbar
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Artikel-Nr. ria9783540438717_new
Anzahl: Mehr als 20 verfügbar
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many colleagues and students who have commented c- structively on the book since its publication two years ago, and in particular Professors Valentin Petrov, Esko Valkeila, Volker Priebe, and Frank Knight. Jean Jacod, Paris Philip Protter, Ithaca March, 2002 Preface to the Second Printing of the Second Edition We have bene ted greatly from the long list of typos and small suggestions sent to us by Professor Luis Tenorio. These corrections have improved the book in subtle yet important ways, and the authors are most grateful to him. Jean Jacod, Paris Philip Protter, Ithaca January, 2004 Preface to the First Edition We present here a one semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to ll a current need: there are mathematically sophisticated s- dents and researchers (especially in Engineering, Economics, and Statistics) who need a proper grounding in Probability in order to pursue their primary interests. Many Probability texts available today are celebrations of Pr- ability Theory, containing treatments of fascinating topics to be sure, but nevertheless they make it di cult to construct a lean one semester course that covers (what we believe) are the essential topics. Artikel-Nr. 9783540438717
Anzahl: 2 verfügbar
Anbieter: moluna, Greven, Deutschland
Zustand: New. In the words of one reviewer: Normally graduate students need two books, one on measure theory and one on probability theory. This book contains (most of) the essentials of both fields and students can go on directly to Oksendal s book on SDE theory. I wou. Artikel-Nr. 4890704
Anzahl: 5 verfügbar