Verfasst von:	Moshayedi, Nima [VerfasserIn]
Titel:	Introduction to probability theory
Titelzusatz:	a first course on the measure-theoretic approach
Verf.angabe:	Nima Moshayedi (University of California, Berkeley, USA)
Verlagsort:	New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo
Verlag:	World Scientific
E-Jahr:	2022
Jahr:	[2022]
Umfang:	xiv, 277 Seiten
Illustrationen:	Illustrationen
Gesamttitel/Reihe:	World Scientific series on probability theory and its applications ; volume 3
ISBN:	9789811246746
Abstract:	"This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economics, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it. The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random variables, as well as different types of convergence and limit theorems. The first part contains two chapters. The first chapter presents combinatorial aspects of probability theory, and the second chapter delves into the actual introduction to probability theory, which contains the modern probability language. The second part is devoted to some more sophisticated methods such as conditional expectations, martingales and Markov chains. These notions will be fairly accessible after reading the first part"--
URL:	Inhaltsverzeichnis: https://www.gbv.de/dms/tib-ub-hannover/1778852238.pdf
	https://zbmath.org/?q=an%3A7423947
Schlagwörter:	(s)Wahrscheinlichkeitstheorie    / (s)Maßtheorie    / (s)Kombinatorische Analysis    / (s)Bedingter Erwartungswert    / (s)Martingal    / (s)Markov-Kette
Sprache:	eng
RVK-Notation:	SK 800
K10plus-PPN:	1778852238
Verknüpfungen:	→ Übergeordnete Aufnahme