Book Details
Format
Paperback / Softback
Book Series
Universitext
ISBN-10
3540438718
ISBN-13
9783540438717
Edition
2nd ed. 2004
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 28th, 2002
Print length
254 Pages
Weight
414 grams
Dimensions
23.60 x 15.30 x 0.90 cms
Product Classification:
Probability & statistics
Ksh 9,900.00
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We present here a one semester course on Probability Theory. Many Probability texts available today are celebrations of Probability Theory, containing treatments of fascinating topics to be sure, but nevertheless they make it difficult to construct a lean one semester course that covers (what we believe) are the essential topics.
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.
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