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[学科前沿] A Basic Course in Probability Theory . 2007 . Rabi Bhattacharya etc [推广有奖]

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lehe 在职认证  学生认证  发表于 2010-11-3 20:51:00 |只看作者 |坛友微信交流群|倒序 |AI写论文
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Rabi Bhattacharya, Edward C. Waymire, "A Basic Course in Probability Theory"  

Springer | 2007 | ISBN: [url=]0387719385[/url] | 218 pages


IntroductoryProbability is a pleasure to read and provides a fine answer to thequestion: How do you construct Brownian motion from scratch, given thatyou are a competent analyst?

There are at least two ways todevelop probability theory. The more familiar path is to treat it asits own discipline, and work from intuitive examples such as coin flipsand conundrums such as the Monty Hall problem. An alternative is tofirst develop measure theory and analysis, and then add interpretation.Bhattacharya and Waymire take the second path. To illustrate theauthors' frame of reference, consider the two definitions they give ofconditional expectation. The first is as a projection of L2 spaces. Theauthors rely on the reader to be familiar with Hilbert space operatorsand at a glance, the connection to probability may not be not apparent.Subsequently, there is a discusssion of Bayes's rule and other relevantprobabilistic concepts that lead to a definition of conditionalexpectation as an adjustment of random outcomes from a finer to acoarser information set.
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关键词:Probability bability Ability Acharya attach discipline examples familiar provides scratch

A Basic Course in Probability Theory . 2007 . Rabi Bhattacharya . Edward C. Waymire.pdf

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lehe 在职认证  学生认证  发表于 2010-11-7 02:04:59 |只看作者 |坛友微信交流群
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