A First Look at Rigorous Probability Theory - Hardcover

Rosenthal, Jeffrey

 
9789810243036: A First Look at Rigorous Probability Theory
Hardcover
ISBN 10: 9810243030 ISBN 13: 9789810243036
Publisher: WORLD SCIENTIFIC PUBLISHING, 2000

Synopsis

This textbook is an introduction to rigorous probability theory using measure theory. It provides rigorous, complete proofs of all the essential introductory mathematical results of probability theory and measure theory. More advanced or specialised areas are only hinted at. For example, the text includes a complete proof of the classical central limit theorem, including the necessary continuity theorem for characteristic functions, but the more general Lindeberg central limit theorem is only outlined and is not proved. Similarly, all necessary facts from measure theory are proved before they are used, but more abstract or advanced measure theory results are not included. Furthermore, measure theory is discussed as much as possible purely in terms of probability, as opposed to being treated as a separate subject which must be mastered before probability theory can be understood.

"synopsis" may belong to another edition of this title.

Publisher
WORLD SCIENTIFIC PUBLISHING
Publication date
2000
Language
English
ISBN 10 
9810243030
ISBN 13 
9789810243036
Binding
Hardcover
Edition number
1
Number of pages
192

Other Popular Editions of the Same Title

9789810243227: A First Look at Rigorous Probability Theory

Featured Edition

ISBN 10:  9810243227 ISBN 13:  9789810243227
Publisher: World Scientific Publishing Company, 2000
Softcover