Probability and Measure Theory - Rilegato

Ash, Robert B.; Doleans-Dade, Catherine A.

Rilegato

ISBN 10: 0120652021 ISBN 13: 9780120652020

Casa editrice: Academic Press, 1999

Riassunto

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

• Clear, readable style
• Solutions to many problems presented in text
• Solutions manual for instructors
• Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics
• No knowledge of general topology required, just basic analysis and metric spaces
• Efficient organization

Su questo libro

Recensione:

"There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!" --http://www.contingencyanalysis.com

L'autore:

Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.

Su questa edizione

• Editore: Academic Press
• Data di pubblicazione: 1999
• ISBN 10: 0120652021
• ISBN 13: 9780120652020
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 516