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Elementary Probability Theory with Stochastic Processes
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Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Elementary Probability Theory with Stochastic Processes ([EBook]) / by Kai Lai Chung.
Author
Chung, Kai Lai , 1917-2009
Other name(s)
SpringerLink (Online service)
Publication
New York, NY : Springer , 1975.
Physical Details
X, 325 pages 49 illus. : online resource.
Series
Undergraduate texts in mathematics
0172-6056
ISBN
9781475751147
Summary Note
In the past half-century the theory of probability has grown from a minor isolated theme into a broad and intensive discipline interacting with many other branches of mathematics. At the same time it is playing a central role in the mathematization of various applied sciences such as statistics, opera tions research, biology, economics and psychology-to name a few to which the prefix "mathematical" has so far been firmly attached. The coming-of-age of probability has been reflected in the change of contents of textbooks on the subject. In the old days most of these books showed a visible split personality torn between the combinatorial games of chance and the so-called "theory of errors" centering in the normal distribution. This period ended with the appearance of Feller's classic treatise (see [Feller l]t) in 1950, from the manuscript of which I gave my first substantial course in probability. With the passage of time probability theory and its applications have won a place in the college curriculum as a mathematical discipline essential to many fields of study. The elements of the theory are now given at different levels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore level. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.:
Contents note
1: Set -- 2: Probability -- 3: Counting -- 4: Random Variables -- 5: Conditioning and Independence -- 6: Mean, Variance and Transforms -- 7: Poisson and Normal Distributions -- 8: From Random Walks to Markov Chains -- Appendix 3: Martingale -- General References -- Answers to Problems.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-1-4757-5114-7
Links to Related Works
Subject References:
Economics, Mathematical
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Mathematics
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Probabilities
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Probability theory and stochastic processes
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Quantitative Finance
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Authors:
Chung, Kai Lai 1917-2009
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Chung, Kai Lai, 1917-2009.
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Corporate Authors:
SpringerLink (Online service)
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Series:
Undergraduate texts in mathematics
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Classification:
519.2
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