A Basic Course in Measure and Probability
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Opis: A Basic Course in Measure and Probability - Stamatis Cambanis, Ross Leadbetter, Vladas Pipiras

Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term course or for self-study. It provides a concise introduction that covers all of the measure theory and probability most useful for statisticians, including Lebesgue integration, limit theorems in probability, martingales, and some theory of stochastic processes. Readers can test their understanding of the material through the 300 exercises provided. The book is especially useful for graduate students in statistics and related fields of application (biostatistics, econometrics, finance, meteorology, machine learning, and so on) who want to shore up their mathematical foundation. The authors establish common ground for students of varied interests which will serve as a firm 'take-off point' for them as they specialize in areas that exploit mathematical machinery.Preface; Acknowledgements; 1. Point sets and certain classes of sets; 2. Measures: general properties and extension; 3. Measurable functions and transformations; 4. The integral; 5. Absolute continuity and related topics; 6. Convergence of measurable functions, Lp-spaces; 7. Product spaces; 8. Integrating complex functions, Fourier theory and related topics; 9. Foundations of probability; 10. Independence; 11. Convergence and related topics; 12. Characteristic functions and central limit theorems; 13. Conditioning; 14. Martingales; 15. Basic structure of stochastic processes; References; Index.


Szczegóły: A Basic Course in Measure and Probability - Stamatis Cambanis, Ross Leadbetter, Vladas Pipiras

Tytuł: A Basic Course in Measure and Probability
Autor: Stamatis Cambanis, Ross Leadbetter, Vladas Pipiras
Producent: Cambridge University Press
ISBN: 9781107652521
Rok produkcji: 2014
Ilość stron: 374
Oprawa: Miękka
Waga: 0.6 kg


Recenzje: A Basic Course in Measure and Probability - Stamatis Cambanis, Ross Leadbetter, Vladas Pipiras
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A Basic Course in Measure and Probability

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Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term course or for self-study. It provides a concise introduction that covers all of the measure theory and probability most useful for statisticians, including Lebesgue integration, limit theorems in probability, martingales, and some theory of stochastic processes. Readers can test their understanding of the material through the 300 exercises provided. The book is especially useful for graduate students in statistics and related fields of application (biostatistics, econometrics, finance, meteorology, machine learning, and so on) who want to shore up their mathematical foundation. The authors establish common ground for students of varied interests which will serve as a firm 'take-off point' for them as they specialize in areas that exploit mathematical machinery.Preface; Acknowledgements; 1. Point sets and certain classes of sets; 2. Measures: general properties and extension; 3. Measurable functions and transformations; 4. The integral; 5. Absolute continuity and related topics; 6. Convergence of measurable functions, Lp-spaces; 7. Product spaces; 8. Integrating complex functions, Fourier theory and related topics; 9. Foundations of probability; 10. Independence; 11. Convergence and related topics; 12. Characteristic functions and central limit theorems; 13. Conditioning; 14. Martingales; 15. Basic structure of stochastic processes; References; Index.

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Cena 162,00 PLN
Nasza cena 154,22 PLN
Oszczędzasz 4%
Wysyłka: Niedostępna
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Szczegóły: A Basic Course in Measure and Probability - Stamatis Cambanis, Ross Leadbetter, Vladas Pipiras

Tytuł: A Basic Course in Measure and Probability
Autor: Stamatis Cambanis, Ross Leadbetter, Vladas Pipiras
Producent: Cambridge University Press
ISBN: 9781107652521
Rok produkcji: 2014
Ilość stron: 374
Oprawa: Miękka
Waga: 0.6 kg


Recenzje: A Basic Course in Measure and Probability - Stamatis Cambanis, Ross Leadbetter, Vladas Pipiras

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