000 01749nam a2200193 4500
020 _a9783031631894
041 _aEnglish
082 _a330.0212
_bPAS/P
084 _2Colon Classification
100 _aPascucci, Andrea
245 _aProbability Theory I :
_bRandom Variables and Distributions
250 _a1
260 _aItaly:
_bSpringer,
_c2024.
300 _a382p.
500 _aThis 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.
505 _a 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
650 _aEconomics- Probability Theory
942 _2ddc
_cREF
999 _c748876
_d748876