Overview
- A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—now appear as threads in conjunction with the relevant mathematics.
- Bridges the gap between undergraduate and advanced graduate courses.
- The treatment of stochastic calculus has been expanded considerably.
- Numerous examples and over 1000 exercises, with a solutions manual for about 30%.
- Includes supplementary material: sn.pub/extras
Part of the book series: Probability and Its Applications (PA)
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Table of contents (33 chapters)
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Probability Spaces, Random Variables, and Expectations
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Independence and Sums
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Convergence in Distribution
Keywords
About this book
Reviews
"Covers the essentials in a clear and readable fashion… A must for professionals and an attractive text for a graduate course." —American Mathematical Monthly (review of the first edition)
"This ambitious book is intended as ‘a textbook in probability for graduate students in mathematics and related areas such as economics, statistics, physics and operations research’…The coverage is careful and thorough…Quite a lot of fairly recent material is incorporated, and this is certainly one of the book’s strengths. The selection of material is sensible, and the quality of exposition is good…In sum: the book contains a lot of good mathematics, nicely done, and should prove useful to students and teachers, and to specialists in probability theory." —Mathematical Reviews (review of the first edition)
"The book takes the reader from a relatively low level.... To the point where he or she can specialize in research topics of current interest. ...an outstanding basis for teaching a graduate course in probability theory. The exhaustive compilation of results and detailed index also make it a very useful reference text for the more advanced probabilist... a good buy for anyone looking for a very accessible and complete mathematical account of modern probability theory." —Journal of the American Statistical Association (review of the first edition)
Authors and Affiliations
Bibliographic Information
Book Title: A Modern Approach to Probability Theory
Authors: Bert Fristedt, Lawrence Gray
Series Title: Probability and Its Applications
DOI: https://doi.org/10.1007/978-1-4899-2837-5
Publisher: Birkhäuser Boston, MA
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 1997
Hardcover ISBN: 978-0-8176-3807-8Published: 23 December 1996
eBook ISBN: 978-1-4899-2837-5Published: 21 November 2013
Series ISSN: 2297-0371
Series E-ISSN: 2297-0398
Edition Number: 1
Number of Pages: XX, 758