Measure-Theoretic Probability

With Applications to Statistics, Finance, and Engineering

AvKenneth Shum

Häftad, Engelska, 2024

Del i serien Compact Textbooks in Mathematics

593 kr

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Beskrivning

This textbook offers an approachable introduction to measure-theoretic probability, illustrating core concepts with examples from statistics and engineering.

Produktinformation

Utgivningsdatum:2024-03-31
Mått:155 x 235 x 16 mm
Vikt:423 g
Format:Häftad
Språk:Engelska
Serie:Compact Textbooks in Mathematics
Antal sidor:259
Förlag:Birkhauser Verlag AG
ISBN:9783031498329

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Mer om författaren

Kenneth Shum received his PhD degree in Electrical Engineering at University of Southern California. Currently, he is an Associate Professor in the School of Science and Engineering at The Chinese University of Hong Kong, Shenzhen. His research interests include information theory and coding theory, probability, and combinatorics.

Innehållsförteckning

Preface.- Beyond discrete and continuous random variables.- Probability spaces.- Lebesgue–Stieltjes measures.- Measurable functions and random variables.- Statistical independence.- Lebesgue integral and mathematical expectation.- Properties of Lebesgue integral and convergence theorems.- Product space and coupling.- Moment generating functions and characteristic functions.- Modes of convergence.- Laws of large numbers.- Techniques from Hilbert space theory.- Conditional expectation.- Levy’s continuity theorem and central limit theorem.- References.- Index.