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Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum by René L. Schilling

Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum

by René L. Schilling
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Book cover type: Paperback
  • ISBN13: 9798599104889
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Publication Date:
  • Pages: 450
  • Original Price: GBP 18.5
  • Language: English
  • Edition: N/A
  • Item Weight: 654 grams
  • BISAC Subject(s): Probability & Statistics / General

In these lecture notes we give a self-contained and concise introduction to the essentials of modern probability theory. The material covers all concepts and techniques usually taught at BSc and first-year graduate level probability courses: Measure & integration theory, elementary probability theory, further probability, classic limit theorems, discrete-time and continuous-time martingales, Poisson processes, random walks & Markov chains and, finally, first steps towards Brownian motion. The text can serve as a course companion, for self study or as a reference text. Concepts, which will be useful for later chapters and further studies are introduced early on. The material is organized and presented in a way that will enable the readers to continue their study with any advanced text in probability theory, stochastic processes or stochastic analysis. Much emphasis is put on being reader-friendly and useful, giving a direct and quick start into a fascinating mathematical topic.

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