Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
A User's Guide to Measure Theoretic Probability

A User's Guide to Measure Theoretic Probability

Pollard, David
Gill, R.
Ripley, B. D.

Paperback

Series: Cambridge Statistical and Probabilistic Mathematics, Book 8

Probability & Statistics

ISBN10: 0521002893
ISBN13: 9780521002899
Publisher: Cambridge University Press
Published: Dec 10 2001
Pages: 366
Weight: 1.40
Height: 0.82 Width: 7.14 Depth: 10.02
Language: English
This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.

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