01749nam a2200193 4500 9783031631894 English 330.0212 PAS/P Colon Classification Pascucci, Andrea Probability Theory I : Random Variables and Distributions 1 Italy: Springer, 2024. 382p. This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although it requires a higher degree of mathematical abstraction and sophistication, it is essential to provide the foundations for the study of more advanced topics such as stochastic processes, stochastic differential calculus and statistical inference. The text originated from the teaching experience in probability and applied mathematics courses within the mathematics degree program at the University of Bologna; it is suitable for second- or third-year students in mathematics, physics, or other natural sciences, assuming multidimensional differential and integral calculus as a prerequisite. The four chapters cover the following topics: measures and probability spaces; random variables; sequences of random variables and limit theorems; and expectation and conditional distribution. The text includes a collection of solved exercises. 1 Measures and probability spaces 2 Random variables 3 Sequences of random variables 4 Conditional probability 5 Summary exercises Appendix A: Dynkin’s theorems Appencix B: Absolute continuity Appendix C: Uniform integrability Economics- Probability Theory ddc REF 748876 748876 0 0 ddc 0 0 REF ECN ECN PROC 2025-05-20 MBC/0726/2024 dt: 13/03/2025 5209.00 0 330.0212 PAS/P ECN16774 2025-05-20 14:24:31 0000-00-00 REF