A User's Guide to Measure Theoretic Probability |
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| Author:
| Pollard, David |
| Series title: | Cambridge Series in Statistical and Probabilistic Mathematics Ser. |
| ISBN: | 978-0-521-80242-0 |
| Publication Date: | Dec 2001 |
| Publisher: | Cambridge University Press
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| Book Format: | Hardback |
| List Price: | USD $151.00 |
Book Description:
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Rigorous probabilistic arguments, built on the foundation of measure theory introduced seventy years ago by Kolmogorov, have invaded many fields. Many 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 book grew from a one-semester course offered for many years to a mixed audience of graduate and...
More DescriptionRigorous probabilistic arguments, built on the foundation of measure theory introduced seventy years ago by Kolmogorov, have invaded many fields. Many 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 book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students, who were expected only to have taken an undergraduate course in real analysis or advanced calculus.