株式会社極東書店トップ ＞ 商品一覧 ＞ Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering.
商品詳細
Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering.
・ISBN 978-3-031-49832-9 paper EUR 54.99
￥14,698.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 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 | 259 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-7786＞ |
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.