Kniha Measure-Theoretic Probability Kenneth Shum

Measure-Theoretic Probability

With Applications to Statistics, Finance, and Engineering

Autor: Kenneth Shum
Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Springer, Berlin
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
53.92
This textbook offers an approachable introduction to measure-theoretic probability, illustrating cor...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2024
Stránok
259
EAN
9783031498329
Enbook ID
45533665
Vydavateľ
Hmotnosť
423
Rozmery
155 x 235

Kompletný popis

This textbook offers an approachable introduction to measure-theoretic probability, illustrating core concepts with examples from statistics and engineering. The author presents complex concepts in a succinct manner, making otherwise intimidating material approachable to undergraduates who are not necessarily studying mathematics as their major. Throughout, readers will learn how probability serves as the language in a variety of exciting fields. Specific applications covered include the coupon collector's problem, Monte Carlo integration in finance, data compression in information theory, and more. Measure-Theoretic Probability is ideal for a one-semester course and will best suit undergraduates studying statistics, data science, financial engineering, and economics who want to understand and apply more advanced ideas from probability to their disciplines. As a concise and rigorous introduction to measure-theoretic probability, it is also suitable for self-study.Prerequisites include a basic knowledge of probability and elementary concepts from real analysis.

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