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.
| Autorius: | Kenneth Shum |
| Serija: | Compact Textbooks in Mathematics |
| Leidėjas: | Springer International Publishing |
| Išleidimo metai: | 2024 |
| Knygos puslapių skaičius: | 276 |
| ISBN-10: | 3031498321 |
| ISBN-13: | 9783031498329 |
| Formatas: | Knyga minkštu viršeliu |
| Kalba: | Anglų |
| Žanras: | Integral calculus and equations |
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