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A User's Guide to Measure Theoretic Probability
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A User's Guide to Measure Theoretic Probability Paperback - 2001

by David Pollard


From the publisher

This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.

Details

  • Title A User's Guide to Measure Theoretic Probability
  • Author David Pollard
  • Binding Paperback
  • Edition [ Edition: first
  • Pages 366
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Cambridge, U.K.
  • Date 2001-12-10
  • ISBN 9780521002899 / 0521002893
  • Weight 1.4 lbs (0.64 kg)
  • Dimensions 10.02 x 7.14 x 0.82 in (25.45 x 18.14 x 2.08 cm)
  • Library of Congress subjects Probabilities, Measure theory
  • Library of Congress Catalog Number 2001035270
  • Dewey Decimal Code 519.2

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Citations

  • Choice, 11/01/2002, Page 506
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A User's Guide to Measure Theoretic Probability
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by David Pollard

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A User's Guide to Measure Theoretic Probability (Cambridge Series in Statistical and Probabilistic Mathematics)

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