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The Resource A Probability Path, by Sidney I. Resnick, (electronic resource)

A Probability Path, by Sidney I. Resnick, (electronic resource)

Label
A Probability Path
Title
A Probability Path
Statement of responsibility
by Sidney I. Resnick
Creator
Contributor
Author
Subject
Language
eng
Summary
Many probability books are written by mathematicians and have the built-in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering. Aone-semester course is laid out in an efficient and readable manner covering the core material. The first three chapters provide a functioning knowledge of measure theory. Chapter 4 discusses independence, with expectation and integration covered in Chapter 5, followed by topics on different modes of convergence, laws of large numbers with applications to statistics (quantile and distribution function estimation), and applied probability. Two subsequent chapters offer a careful treatment of convergence in distribution and the central limit theorem. The final chapter treats conditional expectation and martingales, closing with a discussion of two fundamental theorems of mathematical finance. Like Adventures in Stochastic Processes, Resnick's related and very successful textbook, A Probability Path is rich in appropriate examples, illustrations, and problems, and is suitable for classroom use or self-study. The present uncorrected, softcover reprintis designed to make this classic textbookavailable to a wider audience. This book is different from the classical textbooks on probability theory in that it treats the measure theoretic background not as a prerequisite but as an integral part of probability theory. The result is that the reader gets a thorough and well-structured framework needed to understand the deeper concepts of current day advanced probability as it is used in statistics, engineering, biology and finance.... The pace of the book is quick and disciplined. Yet there are ample examples sprinkled over the entire book and each chapter finishes with a wealthy section of inspiring problems. --Publications of the International Statistical Institute This textbook offers material for a one-semester course in probability, addressed to students whose primary focus is not necessarily mathematics.... Each chapter is completed by an exercises section. Carefully selected examples enlighten the reader in many situations. The book is an excellent introduction to probability and its applications. --Revue Roumaine de Mathématiques Pures et Appliquées
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Resnick, Sidney I
Image bit depth
0
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
SpringerLink (Online service)
Series statement
  • Modern Birkhäuser Classics,
  • Springer eBooks
http://library.link/vocab/subjectName
  • Mathematics
  • Distribution (Probability theory)
  • Mathematical statistics
Label
A Probability Path, by Sidney I. Resnick, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-0-8176-8409-9
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
978-0-8176-8409-9
Dimensions
unknown
Extent
XIV, 453 pages 11 illustrations
File format
multiple file formats
Form of item
electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780817684099
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Other control number
10.1007/978-0-8176-8409-9
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1086561982
Label
A Probability Path, by Sidney I. Resnick, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-0-8176-8409-9
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
978-0-8176-8409-9
Dimensions
unknown
Extent
XIV, 453 pages 11 illustrations
File format
multiple file formats
Form of item
electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780817684099
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Other control number
10.1007/978-0-8176-8409-9
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1086561982

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