Rabi Bhattacharya, Edward C. Waymire

A Basic Course in Probability Theory (eBook, PDF)

• Format: PDF

Produktbeschreibung

This new text gives analysts the tools to construct Brownian motion from scratch. There are at least two ways to develop probability theory. The more familiar path is to treat it as its own discipline, and work from intuitive examples such as coin flips and conundrums such as the Monty Hall problem. An alternative is to first develop measure theory and analysis, and then add interpretation. Bhattacharya and Waymire take the second path. The authors rely on the reader to be familiar with Hilbert space operators and at a glance, the connection to probability may not be not apparent. Subsequently, there is a discusssion of Bayes's rule and other relevant probabilistic concepts that lead to a definition of conditional expectation as an adjustment of random outcomes from a finer to a coarser information set.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 220
• Erscheinungstermin: 8. Juli 2007
• Englisch
• ISBN-13: 9780387719399
• Artikelnr.: 38206164