ENGLISH

A natural introduction to probability theory

By Ronald Meester

Book information

Publisher
Birkhäuser Basel
Year
2003
ISBN
9783764321888, 3764321881
LCC
QA274 .M6 2003
Open Library ID
OL3691679M
Language
english
Format
PDF
Filesize
1013 kB (1036890 bytes)
Edition
1
Pages
201\201
Library
Kolxo3
Time added
2009-07-20 03:45:11

Description

In this introduction to probability theory, we deviate from the route usually taken. We do not take the axioms of probability as our starting point, but re-discover these along the way. First, we discuss discrete probability, with only probability mass functions on countable spaces at our disposal. Within this framework, we can already discuss random walk, weak laws of large numbers and a first central limit theorem. After that, we extensively treat continuous probability, in full rigour, using only first year calculus. Then we discuss infinitely many repetitions, including strong laws of large numbers and branching processes. After that, we introduce weak convergence and prove the central limit theorem. Finally we motivate why a further study would require measure theory, this being the perfect motivation to study measure theory. The theory is illustrated with many original and surprising examples.

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