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020 _a9781944660802
041 _aeng
082 _a519.2
_bMosI
100 _aMoshayedi, Nima
245 _aIntroduction to Probability Theory:
_bA First Course on the Measure-Theoretic Approach /
_cNima Moshayedi
260 _aSingapore:
_bWorld Scientific Publishing;
_c©2023
300 _a277p.
440 _aProbability Theory and its Applications
_vv.3
520 _aThis book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economics, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it. The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random variables, as well as different types of convergence and limit theorems. The first part contains two chapters. The first chapter presents combinatorial aspects of probability theory, and the second chapter delves into the actual introduction to probability theory, which contains the modern probability language. The second part is devoted to some more sophisticated methods such as conditional expectations, martingales and Markov chains. These notions will be fairly accessible after reading the first part.
650 _aProbability
650 _aStatistics
942 _cBK
999 _c7009
_d7009