 BROWSE
 USED
 STAFF PICKS
 GIFTS + GIFT CARDS
 SELL BOOKS
 BLOG
 EVENTS
 FIND A STORE
 800.878.7323

$108.50
New Hardcover
Ships in 1 to 3 days
available for shipping or prepaid pickup only
Available for Instore Pickup
in 7 to 12 days
A Modern Approach to Probability Theory (Probability & Its Applications)by Bert Fristedt
Synopses & ReviewsPublisher Comments:Students and teachers of mathematics and related fields will find in this second edition, as previously, a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two or threesemester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra.
Revisions and additions to the second edition: * A variety of applications¿Bayesian statistics, financial mathematics, information theory, tomography, and signal processing¿appear as threads in conjunction with the relevant mathematics. The goal is to both enhance the understanding of the mathematics and motivate students whose main interests are outside of pure areas. Book News Annotation:A textbook for a threesemester sequence of courses for first year graduate mathematics students who have an understanding of elementary linear algebra and advanced calculus. Innovative in considering random variables as functions that may take values in a variety of spaces, in using the most current methodology in construction and proofs, and in including material that is of relatively recent vintage.
Annotation c. Book News, Inc., Portland, OR (booknews.com) Synopsis:Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two or threesemester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applicationsBayesian statistics, financial mathematics, information theory, tomography, and signal processingappear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.
Table of ContentsList of Tables * Preface * Part I: Probability Spaces, Random Variables, and Expectations * Probability Spaces * Random Variables * Distribution Functions * Expectations: Theory * Expectations: Applications * Calculating Probabilities and Measures * Measure Theory: Existence and Uniqueness * Integration Theory * Part 2: Independence and Sums * Stochastic Independence * Sums of Independent Random Variables * Random Walk * Theorems of A.S. Convergence * Characteristic Functions * Part 3: Convergence in Distribution * Convergence in Distribution on the Real Line * Distributional Limit Theorems for Partial Sums * Infinitely Divisible and Stable Distributions as Limits * Convergence in Distribution on Polish Spaces * The Invariance Principle and Brownian Motion * Part 4: Conditioning * Spaces of Random Variables * Conditional Probabilities * Construction of Random Sequences * Conditional Expectations * Part 5: Random Sequences * Martingales * Renewal Sequences * Timehomogeneous Markov Sequences * Exchangeable Sequences * Stationary Sequences * Part 6: Stochastic Processes * Point Processes * Diffusions and Stochastic Calculus * Applications of Stochastic Calculus * Part 7: Appendices * Appendix A. Notation and Usage of Terms * Appendix B. Metric Spaces * Appendix C. Topological Spaces * Appendix D. RiemannStieltjes Integration * Appendix E. Taylor Approximations, CValued Logarithms * Appendix F. Bibliography * Appendix G. Comments and Credits * Index
What Our Readers Are SayingAdd a comment for a chance to win!Average customer rating based on 2 comments:
View all 2 commentsProduct Details
Other books you might likeRelated Subjects
Metaphysics » Magic Witchcraft and Paganism


