Rigorous probabilistic arguments, built on the foundation of measure theory introduced eighty years ago by Kolmogorov, have invaded many fields. Students of statistics, biostatistics, econometrics, finance, and other changing disciplines now find themselves needing to absorb theory beyond what they might have learned in the typical undergraduate, calculus-based probability course. This 2002 book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had ...
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Rigorous probabilistic arguments, built on the foundation of measure theory introduced eighty years ago by Kolmogorov, have invaded many fields. Students of statistics, biostatistics, econometrics, finance, and other changing disciplines now find themselves needing to absorb theory beyond what they might have learned in the typical undergraduate, calculus-based probability course. This 2002 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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Add this copy of A User's Guide to Measure Theoretic Probability to cart. $32.06, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2001 by Cambridge University Press.
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Add this copy of A User's Guide to Measure Theoretic Probability to cart. $32.11, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2001 by Cambridge University Press.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of A User's Guide to Measure Theoretic Probability to cart. $37.00, very good condition, Sold by Book Dispensary rated 5.0 out of 5 stars, ships from Niagara Falls, NY, UNITED STATES, published 2001 by Cambridge University Press.
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Near Fine. 0521002893. Clean, tight and bright. Due to size, ships wwithin US only and only by media rate mail.; tall 8vo 9"-10" tall; 366 pp; Cambridge Series In Statistical And Probabilistic Mathematics, Series Number 8.
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Supports Goodwill of Silicon Valley job training programs. The cover and pages are in Good condition! Any other included accessories are also in Good condition showing use. Use can include some highlighting and writing page and cover creases as well as other types visible wear.
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