Probability: A Lively Introduction

ISBN-13: 9781108418744 / Angielski / Twarda / 2017 / 544 str.

Henk Tijms

Opis

Probability has applications in many areas of modern science, not to mention in our daily life. Its importance as a mathematical discipline cannot be overrated, and it is a fascinating and surprising topic in its own right. This engaging textbook with its easy-to-follow writing style provides a comprehensive, yet concise introduction to the subject. It covers all of the standard material for undergraduate and first-year-graduate-level courses as well as many topics that are usually not found in standard text - such as Bayesian inference, Markov chain Monte Carlo simulation, and Chernoff bounds.

Recenzje

'This is indeed a lively introduction to probability theory. The book is addressed basically to undergraduate students and their teachers. All traditional notions, results, ideas and techniques are included and discussed in detail. This is done smoothly and gradually in a master style.' Jordan M. Stoyanov, ZB Math Reviews

Spis treści

1. Foundations of probability theory; 2. Conditional probability; 3. Discrete random variables; 4. Continuous random variables; 5. Jointly distributed random variables; 6. Multivariate normal distribution; 7. Conditioning by random variables; 8. Generating functions; 9. Additional topics in probability; 10. Discrete-time Markov chains; 11. Continuous-time Markov chains.