An Introduction to Probability and Stochastic Processes (Paperback or Softback)

Berger, Marc A.

ISBN 10: 1461276438 / ISBN 13: 9781461276432

Published by Springer 9/16/2011, 2011

An Introduction to Probability and Stochastic Processes. Seller Inventory # BBS-9781461276432

Synopsis:

These notes were written as a result of my having taught a "nonmeasure theoretic" course in probability and stochastic processes a few times at the Weizmann Institute in Israel. I have tried to follow two principles. The first is to prove things "probabilistically" whenever possible without recourse to other branches of mathematics and in a notation that is as "probabilistic" as possible. Thus, for example, the asymptotics of pn for large n, where P is a stochastic matrix, is developed in Section V by using passage probabilities and hitting times rather than, say, pulling in Perron­ Frobenius theory or spectral analysis. Similarly in Section II the joint normal distribution is studied through conditional expectation rather than quadratic forms. The second principle I have tried to follow is to only prove results in their simple forms and to try to eliminate any minor technical com­ putations from proofs, so as to expose the most important steps. Steps in proofs or derivations that involve algebra or basic calculus are not shown; only steps involving, say, the use of independence or a dominated convergence argument or an assumptjon in a theorem are displayed. For example, in proving inversion formulas for characteristic functions I omit steps involving evaluation of basic trigonometric integrals and display details only where use is made of Fubini's Theorem or the Dominated Convergence Theorem.

Bibliographic Details

Title: An Introduction to Probability and ...
Publisher: Springer 9/16/2011
Publication Date: 2011
Binding: Paperback or Softback
Condition: New
Book Type: Book