Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (Compact Textbooks in Mathematics) - Softcover

Shum, Kenneth

 
9783031498329: Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (Compact Textbooks in Mathematics)
Softcover
ISBN 10: 3031498321 ISBN 13: 9783031498329
Verlag: Birkhäuser, 2024

Inhaltsangabe

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.


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Über die Autorin bzw. den Autor

Kenneth Shum received his PhD degree in Electrical Engineering at University of Southern California. Currently, he is an Associate Professor in the School of Science and Engineering at The Chinese University of Hong Kong, Shenzhen. His research interests include information theory and coding theory, probability, and combinatorics.

Von der hinteren Coverseite

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.

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Verlag
Birkhäuser
Erscheinungsdatum
2024
Sprache
Englisch
ISBN 10 
3031498321
ISBN 13 
9783031498329
Einband
Taschenbuch
Anzahl der Seiten
276
Kontakt zum Hersteller
ROXIO
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
22391
Deutschland

Weitere beliebte Ausgaben desselben Titels

9783031498299: Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (Compact Textbooks in Mathematics)

Vorgestellte Ausgabe

ISBN 10:  3031498291 ISBN 13:  9783031498299
Verlag: Birkhäuser, 2024
Hardcover