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Probability via Expectation

  • Peter Whittle

Part of the Springer Texts in Statistics book series (STS)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Peter Whittle
    Pages 1-12
  3. Peter Whittle
    Pages 13-37
  4. Peter Whittle
    Pages 38-48
  5. Peter Whittle
    Pages 49-76
  6. Peter Whittle
    Pages 77-99
  7. Peter Whittle
    Pages 100-118
  8. Peter Whittle
    Pages 119-135
  9. Peter Whittle
    Pages 145-174
  10. Peter Whittle
    Pages 175-205
  11. Peter Whittle
    Pages 206-220
  12. Peter Whittle
    Pages 235-242
  13. Peter Whittle
    Pages 243-257
  14. Peter Whittle
    Pages 270-292
  15. Back Matter
    Pages 293-301

About this book

Introduction

This book is a complete revision of the earlier work Probability which ap­ peared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, de­ manding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level'. In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. The particular novelty of the approach was that expectation was taken as the prime concept, and the concept of expectation axiomatized rather than that of a probability measure. In the preface to the original text of 1970 (reproduced below, together with that to the Russian edition of 1982) I listed what I saw as the advantages of the approach in as unlaboured a fashion as I could. I also took the view that the text rather than the author should persuade, and left the text to speak for itself. It has, indeed, stimulated a steady interest, to the point that Springer-Verlag has now commissioned this complete reworking.

Keywords

average conditional probability Detailed Balance law of large numbers Martingal measure Moment normal distribution Peak probability probability measure Random variable Random Walk stochastic process stochastic processes

Authors and affiliations

  • Peter Whittle
    • 1
  1. 1.Department of Pure Mathematics and Mathematical StatisticsUniversity of CambridgeCambridgeEngland

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-2892-9
  • Copyright Information Springer-Verlag New York 1992
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-97764-5
  • Online ISBN 978-1-4612-2892-9
  • Series Print ISSN 1431-875X
  • Buy this book on publisher's site