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Cambridge Series in Statistical and Probabilistic Mathematics Ser.: A User's Guide to Measure Theoretic Probability by David Pollard (2001, Trade Paperback)

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User's Guide to Measure Theoretic Probability, Paperback by Pollard, David, ISBN 0521002893, ISBN-13 9780521002899, Brand New, Free shipping in the US A secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.

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Product Information

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.

Product Identifiers

Publisher
Cambridge University Press
ISBN-10
0521002893
ISBN-13
9780521002899
eBay Product ID (ePID)
1834157

Product Key Features

Author
David Pollard
Publication Name
User's Guide to Measure Theoretic Probability
Format
Trade Paperback
Language
English
Publication Year
2001
Series
Cambridge Series in Statistical and Probabilistic Mathematics Ser.
Type
Textbook
Number of Pages
366 Pages

Dimensions

Item Length
10in
Item Height
0.9in
Item Width
7in
Item Weight
22.6 Oz

Additional Product Features

Series Volume Number
Series Number 8
Lc Classification Number
Qa273 .P7735 2002
Reviews
"Unlike technical books of a previous generation, here we have an author admitting that a reader might find the subject difficult and even offering a window on the pedagogical considerations by which he shapes his exposition. Pollard does not just explain and clarify abstractions; he really sells them to a presumably skeptical reader. Thus he bridges a gap in the literature, between elementary probability texts and advanced works that presume a secure prior knowledge of measure theory...The nice layout and occasional useful diagram further amplify the friendliness of this book." Choice, "The book ... can be recommended as an excellent source in measuring theoretic probability theory as well as a handbook for everybody who studies stochastic processes in the real world." Mathematical Reviews
Table of Content
1. Motivation; 2. A modicum of measure theory; 3. Densities and derivatives; 4. Product spaces and independence; 5. Conditioning; 6. Martingale et al; 7. Convergence in distribution; 8. Fourier transforms; 9. Brownian motion; 10. Representations and couplings; 11. Exponential tails and the law of the iterated logarithm; 12. Multivariate normal distributions; Appendix A. Measures and integrals; Appendix B. Hilbert spaces; Appendix C. Convexity; Appendix D. Binomial and normal distributions; Appendix E. Martingales in continuous time; Appendix F. Generalized sequences.
Copyright Date
2002
Target Audience
College Audience
Topic
Probability & Statistics / General, Algebra / General
Lccn
2001-035270
Dewey Decimal
519.2
Dewey Edition
21
Illustrated
Yes
Genre
Mathematics

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item 1 User's Guide to Measure Theoretic Probability, Paperback by Pollard, David, L...
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item 4 A User's Guide to Measure Theoretic Probability (Cambridge Series in Statistica,
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item 6 A User's Guide to Measure Theoretic Probability: By Pollard, David
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Picture 1 of 1

Cambridge Series in Statistical and Probabilistic Mathematics Ser.: A User's Guide to Measure Theoretic Probability by David Pollard (2001, Trade Paperback)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 User's Guide to Measure Theoretic Probability, Paperback by Pollard, David, L...

item 2 User's Guide to Measure Theoretic Probability, Paperback by Pollard, David, B...

item 3 A User's Guide to Measure Theoretic Probability by David Pollard: New

item 4 A User's Guide to Measure Theoretic Probability (Cambridge Series in Statistica,

item 5 A User's Guide to Measure Theoretic Probability (Paperback or Softback)

item 6 A User's Guide to Measure Theoretic Probability: By Pollard, David

item 7 A User's Guide to Measure Theoretic Probability by David Pollard (English) Paper

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Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J. David Creswell and John W. Creswell (2022, Trade Paperback)

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