The theory of probability
- Santosh S. Venkatesh.
- Cambridge, UK ; New York : Cambridge University Press, 2013.
- Physical description
- xxiv, 805 p. : ill. ; 26 cm.
Science Library (Li and Ma)
|QA273 .V46 2013||Unknown|
- Venkatesh, Santosh S.
- Includes bibliographical references and index.
- Part I. Elements: 1. Probability spaces-- 2. Conditional probability-- 3. A first look at independence-- 4. Probability sieves-- 5. Numbers play a game of chance-- 6. The normal law-- 7. Probabilities on the real line-- 8. The Bernoulli schema-- 9. The essence of randomness-- 10. The coda of the normal-- Part II. Foundations: 11. Distribution functions and measure-- 12. Random variables-- 13. Great expectations-- 14. Variations on a theme of integration-- 15. Laplace transforms-- 16. The law of large numbers-- 17. From inequalities to concentration-- 18. Poisson approximation-- 19. Convergence in law, selection theorems-- 20. Normal approximation-- Part III. Appendices: 21. Sequences, functions, spaces.
- (source: Nielsen Book Data)9781107024472 20160610
- Publisher's Summary
- From classical foundations to advanced modern theory, this self-contained and comprehensive guide to probability weaves together mathematical proofs, historical context and richly detailed illustrative applications. A theorem discovery approach is used throughout, setting each proof within its historical setting and is accompanied by a consistent emphasis on elementary methods of proof. Each topic is presented in a modular framework, combining fundamental concepts with worked examples, problems and digressions which, although mathematically rigorous, require no specialised or advanced mathematical background. Augmenting this core material are over 80 richly embellished practical applications of probability theory, drawn from a broad spectrum of areas both classical and modern, each tailor-made to illustrate the magnificent scope of the formal results. Providing a solid grounding in practical probability, without sacrificing mathematical rigour or historical richness, this insightful book is a fascinating reference and essential resource, for all engineers, computer scientists and mathematicians.
(source: Nielsen Book Data)9781107024472 20160610
- Publication date
- Title Variation
- Subtitle on cover: Explorations and applications
- 9781107024472 (hbk.)
- 1107024471 (hbk.)
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