Measure-Theoretic Probability

With Applications to Statistics, Finance, and Engineering

von Kenneth Shum

259 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Compact Textbooks in Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9783031498329
• Sprache: Englisch
• Erscheinungsdatum: 31.03.2024
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing