Introduction to probability theory: a first course on the measure-theoretic approach

By:

Moshayedi, Nima

Material type: Text

TextSeries: World Scientific Series on Probability Theory and its Applications Vol. 3Publication details: World Scientific Publishing Singapore 2023Description: xiv, 277 pISBN:

9781944660802

Subject(s):

DDC classification:

519.2 MOS

Summary: 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. (https://www.worldscientific.com/worldscibooks/10.1142/12465?srsltid=AfmBOopiMqt79rDaojsRlx86xSdY8Q1yNjhyMyJp9_g2SPJVR7cibQxE#t=aboutBook)

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Operations Management & Quantitative Techniques	519.2 MOS (Browse shelf(Opens below))	1	Available		007037

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Previous	519.2 KUL Introduction to modeling and analysis of stochastic systems	519.2 LIM Probability and finance theory	519.2 LIP Schaum's outline of theory and problems of introduction to probability and statistics	519.2 MOS Introduction to probability theory: a first course on the measure-theoretic approach	519.2 POL Statistical thinking: analyzing data in an uncertain world	519.2 ROS Stochastic processes	519.2 ROS A first course in probability	Next

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.
(https://www.worldscientific.com/worldscibooks/10.1142/12465?srsltid=AfmBOopiMqt79rDaojsRlx86xSdY8Q1yNjhyMyJp9_g2SPJVR7cibQxE#t=aboutBook)

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