Visit our Christmas Gift Finder
An Introduction to Measure-Theoretic Probability (Hardback)
  • An Introduction to Measure-Theoretic Probability (Hardback)
zoom

An Introduction to Measure-Theoretic Probability (Hardback)

(author)
£82.99
Hardback 426 Pages / Published: 28/04/2014
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching the basics of measure theoretic probability. This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas should be equipped with. This edition requires no prior knowledge of measure theory, covers all its topics in great detail, and includes one chapter on the basics of ergodic theory and one chapter on two cases of statistical estimation. Topics range from the basic properties of a measure to modes of convergence of a sequence of random variables and their relationships; the integral of a random variable and its basic properties; standard convergence theorems; standard moment and probability inequalities; the Hahn-Jordan Decomposition Theorem; the Lebesgue Decomposition T; conditional expectation and conditional probability; theory of characteristic functions; sequences of independent random variables; and ergodic theory. There is a considerable bend toward the way probability is actually used in statistical research, finance, and other academic and nonacademic applied pursuits. Extensive exercises and practical examples are included, and all proofs are presented in full detail. Complete and detailed solutions to all exercises are available to the instructors on the book companion site. This text will be a valuable resource for graduate students primarily in statistics, mathematics, electrical and computer engineering or other information sciences, as well as for those in mathematical economics/finance in the departments of economics.

Publisher: Elsevier Science Publishing Co Inc
ISBN: 9780128000427
Number of pages: 426
Weight: 910 g
Dimensions: 235 x 191 x 23 mm
Edition: 2nd edition


MEDIA REVIEWS
"...a very thorough discussion of many of the pillars of the subject, showing in particular how 'measure theory with total measure one' is just the tip of the iceberg...It's quite a book."--MAA.org, An Introduction to Measure-Theoretic Probability "This second edition employs a classical approach to teaching students of statistics, mathematics, engineering, econometrics, finance, and other disciplines measure-theoretic probability...requires no prior knowledge of measure theory, discusses all its topics in great detail, and includes one chapter on the basics of ergodic theory and one chapter on two cases of statistical estimation."--Zentralblatt MATH 1287-1 "...provides basic tools in measure theory and probability, in the classical spirit, relying heavily on characteristic functions as tools without using martingale or empirical process methods. A well-written book. Highly recommended [for] graduate students; faculty."--CHOICE "Based on the material presented in the manuscript, I would without any hesitation adopt the published version of the book. The topics dealt are essential to the understanding of more advanced material; the discussion is deep and it is combined with the use of essential technical details. It will be an extremely useful book. In addition it will be a very popular book."--Madan Puri, Indiana University "Would likely use as one of two required references when I teach either Stat 709 or Stat 732 again. Would also highly recommend to colleagues. The author has written other excellent graduate texts in mathematical statistics and contiguity and this promises to be another. This book could well become an important reference for mathematical statisticians."--Richard Johnson, University of Wisconsin "The author has succeeded in making certain deep and fundamental ideas of probability and measure theory accessible to statistics majors heading in the direction of graduate studies in statistical theory."--Doraiswamy Ramachandran, California State University

You may also be interested in...

Statistics II for Dummies
Added to basket
Statistics: A Very Short Introduction
Added to basket
Choosing and Using Statistics
Added to basket
Using R for Introductory Statistics
Added to basket
Principles of Statistics
Added to basket
The Signal and the Noise
Added to basket
£10.99   £8.99
Paperback
Advanced Statistics Demystified
Added to basket
Quantitative Methods
Added to basket
Probability
Added to basket
£26.49
Paperback
An Introduction to Statistical Learning
Added to basket
Statistics Explained
Added to basket
Psychology Statistics For Dummies
Added to basket
Naked Statistics
Added to basket
£12.99
Paperback
Qualitative Data Analysis
Added to basket

Please sign in to write a review

Your review has been submitted successfully.