Mathematical Foundations of Probability Theory
by Gane Samb Lo
Publisher: arXiv.org 2018
Number of pages: 378
Description:
The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and constitutes a firm preparation to the study of Random Analysis and Stochastic processes.
Download or read it online for free here:
Download link
(1.8MB, PDF)
Similar books
Radically Elementary Probability Theoryby Edward Nelson - Princeton University Press
In this book Nelson develops a new approach to probability theory that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
(19425 views)
Discrete Distributionsby Leif Mejlbro - BookBoon
From the table of contents: Some theoretical background; The binomial distribution; The Poisson distribution; The geometric distribution; The Pascal distribution; The negative binomial distribution; The hypergeometric distribution.
(15671 views)
Applied Probabilityby Paul E Pfeiffer - Connexions
This textbook covers most aspects of advanced and applied probability. The book utilizes a number of user defined m-programs, in combination with built in MATLAB functions, for solving a variety of probabilistic problems.
(15099 views)
Continuous Distributionsby Leif Mejlbro - BookBoon
Contents: Some theoretical background; Exponential Distribution; The Normal Distribution; Central Limit Theorem; Maxwell distribution; Gamma distribution; Normal distribution and Gamma distribution; Convergence in distribution; 2 distribution; etc.
(11284 views)