A User's Guide to Measure Theoretic Probability

A User's Guide to Measure Theoretic Probability
Author: David Pollard
Publisher: Cambridge University Press
Total Pages: 372
Release: 2002
Genre: Mathematics
ISBN: 9780521002899

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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.


A User's Guide to Measure Theoretic Probability
Language: en
Pages: 372
Authors: David Pollard
Categories: Mathematics
Type: BOOK - Published: 2002 - Publisher: Cambridge University Press

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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 takin
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Categories: Business & Economics
Type: BOOK - Published: 2006-07-27 - Publisher: Springer Science & Business Media

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This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure the
A Basic Course in Measure and Probability
Language: en
Pages: 375
Authors: Ross Leadbetter
Categories: Mathematics
Type: BOOK - Published: 2014-01-30 - Publisher: Cambridge University Press

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A concise introduction covering all of the measure theory and probability most useful for statisticians.
A First Look at Rigorous Probability Theory
Language: en
Pages: 238
Authors: Jeffrey Seth Rosenthal
Categories: Mathematics
Type: BOOK - Published: 2006 - Publisher: World Scientific

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Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure th
Change Of Time And Change Of Measure (Second Edition)
Language: en
Pages: 345
Authors: Ole E Barndorff-nielsen
Categories: Business & Economics
Type: BOOK - Published: 2015-05-07 - Publisher: World Scientific Publishing Company

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Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast