A Probability Path

種類:

電子ブック

責任表示:

by Sidney I. Resnick

出版情報:

Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2014

著者名:

• Resnick, Sidney I.
• SpringerLink (Online service)

シリーズ名:

Modern Birkhäuser Classics ;

ISBN:

9780817684099 [0817684093]    

注記:

Many probability books are written by mathematicians and have the built-in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering. A one-semester course is laid out in an efficient and readable manner covering the core material. The first three chapters provide a functioning knowledge of measure theory. Chapter 4 discusses independence, with expectation and integration covered in Chapter 5, followed by topics on different modes of convergence, laws of large numbers with applications to statistics (quantile and distribution function estimation), and applied probability. Two subsequent chapte

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