A Probability Path
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The work A Probability Path represents a distinct intellectual or artistic creation found in European University Institute. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
A Probability Path
Resource Information
The work A Probability Path represents a distinct intellectual or artistic creation found in European University Institute. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 A Probability Path
 Statement of responsibility
 by Sidney I. Resnick
 Language
 eng
 Summary
 Many probability books are written by mathematicians and have the builtin 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. Aonesemester 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 selfstudy. 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 wellstructured 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 onesemester 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
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 ITFiEUI
 Image bit depth
 0
 Literary form
 non fiction
 Series statement

 Modern Birkhäuser Classics,
 Springer eBooks
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/resource/qIjIL2GX08/" typeof="CreativeWork http://bibfra.me/vocab/lite/Work"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/qIjIL2GX08/">A Probability Path</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>