Probability Via Expectation Pdf

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Peter Whittle

Peter Whittle

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With over worked examples, some homework problems, and sections for exam preparation, this is an essential companion for advanced undergraduate and graduate students. This monograph concentrates on counterexamples for use at the intersection of probability and real analysis, which makes it unique among such treatments. The text is enriched by simple exercises, together with problems with very brief hints many of which are taken from final examinations at Cambridge and Oxford.

Peter Whittle Probability via Expectation (PDF) - ebook download - english

Counterexamples can have great educational value in illuminating complex topics that are difficult to explain in a rigidly logical, written presentation. New material on dynamic programming, optimal allocation, options pricing and large deviations is included. 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.

Read this book on SpringerLink cover old. The third edition of constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write. For example, ideas in mathematical sciences that might seem intuitively obvious may be proved incorrect with the use of a counterexample. It is suitable for a first course in probability, plus a follow-up course in random processes including Markov chains. There is an account of moment generating functions and their applications.

Many of the examples in this collection are new, and many old ones, previously buried in the literature, are now accessible for the first time. The later chapters have a more specialized coverage, including random vectors, Gaussian random vectors, random processes, Markov Chains, and convergence.

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The practicing engineer as well as others having the appropriate mathematical background will also benefit from this book. About the Author Steven M. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought.

The first five chapters cover the basics of probability and both discrete and continuous random variables. The text begins at the advanced undergraduate level, assuming only a modest knowledge of probability, and progresses through more complex topics mastered at graduate level. Students and theorists across fields as diverse as real analysis, probability, statistics, and engineering will want a copy of this book. They all involve the expectation concept in an essential fashion, even the treatment of option pricing, how to make comments on pdf which seems initially to forswear expectation in favour of an arbitrage criterion.

Many of these are addressed by more than exercises interspersed throughout the text. The final chapter is a fairly extensive account of Markov chains in discrete time.

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The following three chapters are about branching processes, random walks, and continuous-time random processes such as the Poisson process. Springer Texts in Statistics Free Preview.