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This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that...

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First Look at Rigorous Prob..(2nd Ed)
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This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results. Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects. In this new edition, many exercises and small additional topics have been added and existing ones expanded. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.

Author: Jeffrey S Rosenthal
Binding Type: Paperback
Publisher: World Scientific Publishing Company
Published: 11/01/2006
Pages: 236
Weight: 0.95lbs
Size: 8.90h x 6.00w x 0.60d
ISBN: 9789812703712
2nd Edition

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