By Sidney I. Resnick

ISBN-10: 0817684085

ISBN-13: 9780817684082

Many probability books are written via mathematicians and feature the integrated bias that the reader is thought to be a mathematician coming to the cloth for its attractiveness. This textbook is geared in the direction of starting graduate scholars from quite a few disciplines whose fundamental concentration isn't really inevitably arithmetic for its personal sake. as a substitute, A likelihood Path is designed for these requiring a deep realizing of complicated likelihood for his or her learn in information, utilized chance, biology, operations study, mathematical finance and engineering.

A one-semester path is specified by an effective and readable demeanour overlaying the middle fabric. the 1st 3 chapters offer a functioning wisdom of degree conception. bankruptcy four discusses independence, with expectation and integration lined in bankruptcy five, via issues on diversified modes of convergence, legislation of enormous numbers with purposes to statistical data (quantile and distribution functionality estimation) and utilized chance. next chapters provide a cautious remedy of convergence in distribution and the important restrict theorem. the ultimate bankruptcy treats conditional expectation and martingales, ultimate with a dialogue of 2 basic theorems of mathematical finance.

Like Adventures in Stochastic Processes, Resnick’s comparable and extremely winning textbook, A chance Path is wealthy in applicable examples, illustrations and difficulties and is appropriate for school room use or self-study. the current uncorrected, softcover reprint is designed to make this vintage textbook available to a much wider viewers.

This ebook isn't like the classical textbooks on chance idea in that it treats the degree theoretic heritage no longer as a prerequisite yet as an essential component of chance idea. the result's that the reader will get a radical and well-structured framework had to comprehend the deeper ideas of present day complex likelihood because it is utilized in data, engineering, biology and finance.... The speed of the e-book is speedy and disciplined. but there are considerable examples sprinkled over the whole e-book and every bankruptcy finishes with a filthy rich component to inspiring difficulties.

—Publications of the overseas Statistical Institute 

This textbook bargains fabric for a one-semester path in chance, addressed to scholars whose fundamental concentration isn't inevitably mathematics.... every one bankruptcy is done by way of an workouts part. rigorously chosen examples enlighten the reader in lots of occasions. The publication is a superb creation to chance and its purposes.

—Revue Roumaine de Mathématiques Pures et Appliquées

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A Probability Path (Modern Birkhäuser Classics) by Sidney I. Resnick

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