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商品詳細
Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering. 1st ed. 2023.
・ISBN 978-3-031-49829-9 hard EUR 69.99
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| 著者・編者 | Shum, Kenneth, |
|---|---|
| シリーズ | Compact Textbooks in Mathematics |
| 出版社 | (Birkhauser Verlag AG, SZ) |
| 出版年月 | 2024 |
| ページ数 | 261 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-1885＞ |
解説
This textbook offers an approachable introduction to measure-theoretic probability, illustrating core concepts with examples from statistics and engineering. The author presents complex concepts in a succinct manner, making otherwise intimidating material approachable to undergraduates who are not necessarily studying mathematics as their major. Throughout, readers will learn how probability serves as the language in a variety of exciting fields. Specific applications covered include the coupon collector's problem, Monte Carlo integration in finance, data compression in information theory, and more.
Measure-Theoretic Probability is ideal for a one-semester course and will best suit undergraduates studying statistics, data science, financial engineering, and economics who want to understand and apply more advanced ideas from probability to their disciplines. As a concise and rigorous introduction to measure-theoretic probability, it is also suitable for self-study. Prerequisites include a basic knowledge of probability and elementary concepts from real analysis.