Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering Hardback
by Kenneth Shum
Part of the Compact Textbooks in Mathematics series
Hardback
Description
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.
Information
-
Item not Available
- Format:Hardback
- Pages:261 pages, 25 Illustrations, color; 8 Illustrations, black and white; XV, 261 p. 33 illus., 25 illus
- Publisher:Birkhauser Verlag AG
- Publication Date:02/02/2024
- Category:
- ISBN:9783031498299
Information
-
Item not Available
- Format:Hardback
- Pages:261 pages, 25 Illustrations, color; 8 Illustrations, black and white; XV, 261 p. 33 illus., 25 illus
- Publisher:Birkhauser Verlag AG
- Publication Date:02/02/2024
- Category:
- ISBN:9783031498299
