A User's Guide to Measure Theoretic Probability: 8 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 8) - Tapa blanda

Libro 5 de 45: Cambridge Series in Statistical and Probabilistic Mathematics

Pollard, David

 
9780521002899: A User's Guide to Measure Theoretic Probability: 8 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 8)

Sinopsis

Rigorous probabilistic arguments, built on the foundation of measure theory introduced eighty years ago by Kolmogorov, have invaded many fields. Students of statistics, biostatistics, econometrics, finance, and other changing disciplines now find themselves needing to absorb theory beyond what they might have learned in the typical undergraduate, calculus-based probability course. This 2002 book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.

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Acerca del autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.

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Otras ediciones populares con el mismo título

9780521802420: A User's Guide to Measure Theoretic Probability Hardback: 8 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 8)

Edición Destacada

ISBN 10:  0521802423 ISBN 13:  9780521802420
Editorial: Cambridge University Press, 2002
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