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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Measure Theory and Probability Theory
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Measure Theory and Probability Theory
Krishna B. Athreya, Soumendra N. Lahiri (Broschiert, Englisch)
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Beschreibung
This book arose out of two graduate courses that the authors have taught duringthepastseveralyears;the?rstonebeingonmeasuretheoryfollowed by the second one on advanced probability theory. The traditional approach to a ?rst course in measure theory, such as in Royden (1988), is to teach the Lebesgue measure on the real line, then the p di?erentation theorems of Lebesgue, L -spaces on R, and do… general m- sure at the end of the course with one main application to the construction of product measures. This approach does have the pedagogic advantage of seeing one concrete case ?rst before going to the general one. But this also has the disadvantage in making many students’ perspective on m- sure theory somewhat narrow. It leads them to think only in terms of the Lebesgue measure on the real line and to believe that measure theory is intimately tied to the topology of the real line. As students of statistics, probability, physics, engineering, economics, and biology know very well, there are mass distributions that are typically nonuniform, and hence it is useful to gain a general perspective. This book attempts to provide that general perspective right from the beginning. The opening chapter gives an informal introduction to measure and integration theory. It shows that the notions of ?-algebra of sets and countable additivity of a set function are dictated by certain very na- ral approximation procedures from practical applications and that they are not just some abstract ideas. 106,99 €
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Technische Daten
Erscheinungsdatum
23.11.2010
Sprache
Englisch
EAN
9781441921918
Herausgeber
Springer US
Serien- oder Bandtitel
Springer Texts in Statistics
Sonderedition
Nein
Autor
Krishna B. Athreya, Soumendra N. Lahiri
Seitenanzahl
619
Einbandart
Broschiert
Schlagwörter
Markov Chain, Markov Chains, Measure, Probability distribution, Probability space, Probability theory, Stochastic Processes, analysis, linear optimization, real analysis, statistics
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
UYA - Theoretische Informatik
PBK - Mathematische Analysis, allgemein
PBKL - Integralrechnung und -gleichungen
KJT - Unternehmensforschung
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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