Knockout Narratives Sale
 
 

Special Offers see all

Enter to WIN a $100 Credit

Subscribe to PowellsBooks.news
for a chance to win.
Privacy Policy

Visit our stores


    Recently Viewed clear list


    Original Essays | January 30, 2015

    Charles Baxter: IMG Writers and the Bottle



    Why are people so interested in drunk writers? Recently I was sent a very interesting nonfiction book, The Trip to Echo Spring: On Writers and... Continue »

    spacer
Qualifying orders ship free.
$108.50
New Hardcover
Ships in 1 to 3 days
Add to Wishlist
available for shipping or prepaid pickup only
Available for In-store Pickup
in 7 to 12 days
Qty Store Section
25 Remote Warehouse Mathematics- Probability and Statistics

A Modern Approach to Probability Theory (Probability & Its Applications)

by

A Modern Approach to Probability Theory (Probability & Its Applications) Cover

ISBN13: 9780817638078
ISBN10: 0817638075
Condition:
All Product Details

 

Synopses & Reviews

Publisher 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 three-semester 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.
* The relevant measure theory is integrated with the standard topics of probability theory. The latter part of the book examines stochastic processes in both discrete and continuous time: martingales, renewal sequences, Markov processes, exchangeable sequences, stationary sequences, point processes, diffusions, and stochastic calculus. The treatment of stochastic calculus has been expanded considerably.
* Numerous examples illustrate the richness and variety of the subject, from sophisticated results in gambling theory to concrete calculations involving random sets.
* Over 1,000 exercises are designed to give a deep intuitive feel for the far-reaching implications of the theory.
* A solutions manual is available, containing information for about 30% of the exercises, ranging from a simple answer in some cases to a full-detailed calculation with accompanying proofs in others.

Book News Annotation:

A textbook for a three-semester 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 three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications--Bayesian statistics, financial mathematics, information theory, tomography, and signal processing--appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.

Table of Contents

List 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 * Time-homogeneous 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. Riemann-Stieltjes Integration * Appendix E. Taylor Approximations, C-Valued Logarithms * Appendix F. Bibliography * Appendix G. Comments and Credits * Index

What Our Readers Are Saying

Add a comment for a chance to win!
Average customer rating based on 2 comments:

Ahmed abd elkader, January 12, 2009 (view all comments by Ahmed abd elkader)
If you want to be the best you must seeking for the best and think as the best and talk as the best but do not be greedy..read this book and you have the free opinion to judje on it
Was this comment helpful? | Yes | No
(1 of 3 readers found this comment helpful)
Ahmed abd elkader, January 12, 2009 (view all comments by Ahmed abd elkader)
this is very good book and i poor student for some and i want to available one
Was this comment helpful? | Yes | No
(1 of 2 readers found this comment helpful)
View all 2 comments

Product Details

ISBN:
9780817638078
With:
Gray, Lawrence
Author:
Gray, Lawrence
Author:
Fristedt, Bert E.
Author:
Gray, Lawrence F.
Author:
Cram101 Textbook Reviews
Author:
Fristedt, Bert
Publisher:
Birkhauser
Location:
Boston, MA
Subject:
Probability
Subject:
Probabilities
Subject:
Probability & Statistics - General
Subject:
General Mathematics
Subject:
Statistics
Subject:
Probability Theory and Stochastic Processes
Subject:
Mathematics | Probability and Statistics
Subject:
Education-General
Subject:
Mathematics
Subject:
Language, literature and biography
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Copyright:
Edition Number:
1
Edition Description:
Book
Series:
Probability and its Applications
Publication Date:
December 1996
Binding:
HARDCOVER
Language:
English
Illustrations:
Y
Pages:
780
Dimensions:
235 x 155 mm 2780 gr

Other books you might like

  1. Interactive Operations Research with... New Hardcover $118.50
  2. Way I Remember It New Trade Paper $37.25
  3. Random Walks on Infinite Graphs and... New Trade Paper $82.75
  4. Applications of Abstract Algebra... Used Hardcover $25.00
  5. Mathematics Unlimited Used Hardcover $30.00
  6. A Mathematical Introduction to Logic Used Hardcover $85.00

Related Subjects

Metaphysics » Magic Witchcraft and Paganism
Metaphysics » Wicca and Goddess Worship
Reference » Science Reference » Technology
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Probability Theory
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

A Modern Approach to Probability Theory (Probability & Its Applications) New Hardcover
0 stars - 0 reviews
$108.50 In Stock
Product details 780 pages Birkhauser Boston - English 9780817638078 Reviews:
"Synopsis" by , 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 three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications--Bayesian statistics, financial mathematics, information theory, tomography, and signal processing--appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.
spacer
spacer
  • back to top

FOLLOW US ON...

     
Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and gifts — here at Powells.com.