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    A First Look at Rigorous Probability Theory (Paperback) By (author) Jeffrey Rosenthal

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    DescriptionThis textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results. Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects. In this new edition, many exercises and small additional topics have been added and existing ones expanded. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.

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  • Full bibliographic data for A First Look at Rigorous Probability Theory

    A First Look at Rigorous Probability Theory
    Authors and contributors
    By (author) Jeffrey Rosenthal
    Physical properties
    Format: Paperback
    Number of pages: 236
    Width: 152 mm
    Height: 226 mm
    Thickness: 15 mm
    Weight: 431 g
    ISBN 13: 9789812703712
    ISBN 10: 9812703713

    BIC E4L: MAT
    Nielsen BookScan Product Class 3: S7.8
    B&T Book Type: NF
    B&T Merchandise Category: TXT
    BIC subject category V2: PBT
    B&T General Subject: 710
    B&T Modifier: Academic Level: 02
    Ingram Subject Code: MA
    Libri: I-MA
    B&T Modifier: Text Format: 06
    Warengruppen-Systematik des deutschen Buchhandels: 26280
    DC22: 519.2
    LC subject heading:
    BISAC V2.8: BUS069000, BUS027000, MAT029000
    B&T Modifier: Region of Publication: 07
    LC subject heading: ,
    LC classification: QA273 .R7835 2006
    Thema V1.0: PBT, KC, KFF
    2, Revised
    Edition statement
    2nd Revised edition
    World Scientific Publishing Co Pte Ltd
    Imprint name
    World Scientific Publishing Co Pte Ltd
    Publication date
    30 January 2007
    Publication City/Country
    Review quote
    "This book is certainly well placed to establish itself as a core reading in measure-theoretic probability ... Ýit is delightful reading and a worthwhile addition to the existing literature."
    Table of contents
    The Need for Measure Theory; Probability Triples; Further Probabilistic Foundations; Expected Values; Inequalities and Convergence; Distributions of Random Variables; Stochastic Processes and Gambling Games; Discrete Markov Chains; More Probability Theorems; Weak Convergence; Characteristic Functions; Decomposition of Probability Laws; Conditional Probability and Expectation; Martingales; General Stochastic Processes.