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A Basic Course in Measure and Probability

Theory for Applications

Ross Leadbetter author Stamatis Cambanis author Vladas Pipiras author

Format:Paperback

Publisher:Cambridge University Press

Published:30th Jan '14

Should be back in stock very soon

This paperback is available in another edition too:

A Basic Course in Measure and Probability cover

A concise introduction covering all of the measure theory and probability most useful for statisticians.

This concise introduction covers all of the measure theory and probability most useful for statisticians. Originating from the authors' own graduate course, it is perfect for a two-term course or for self-study. It is especially useful to graduate students in related fields who want to shore up their mathematical foundation.Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term course or for self-study. It provides a concise introduction that covers all of the measure theory and probability most useful for statisticians, including Lebesgue integration, limit theorems in probability, martingales, and some theory of stochastic processes. Readers can test their understanding of the material through the 300 exercises provided. The book is especially useful for graduate students in statistics and related fields of application (biostatistics, econometrics, finance, meteorology, machine learning, and so on) who want to shore up their mathematical foundation. The authors establish common ground for students of varied interests which will serve as a firm 'take-off point' for them as they specialize in areas that exploit mathematical machinery.

ISBN: 9781107652521

Dimensions: 228mm x 151mm x 16mm

Weight: 600g

374 pages