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020 _a9783031631900
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024 7 _a10.1007/978-3-031-63190-0
_2doi
050 4 _aQA274-274.9
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_2bicssc
072 7 _aPBWL
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072 7 _aMAT029040
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072 7 _aPBWL
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100 1 _aPascucci, Andrea.
_eauthor.
_0(orcid)0000-0001-8837-5568
_1https://orcid.org/0000-0001-8837-5568
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_977738
245 1 0 _aProbability Theory I
_h[electronic resource] :
_bRandom Variables and Distributions /
_cby Andrea Pascucci.
250 _a1st ed. 2024.
264 1 _aCham :
_bSpringer Nature Switzerland :
_bImprint: Springer,
_c2024.
300 _aXXI, 382 p. 24 illus., 16 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLa Matematica per il 3+2,
_x2038-5757 ;
_v165
505 0 _a1 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.
520 _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.
650 0 _aStochastic processes.
_976770
650 0 _aMathematical physics.
650 0 _aProbabilities.
_965724
650 0 _aEconometrics.
_957695
650 0 _aMathematics.
_965523
650 1 4 _aStochastic Processes.
_976770
650 2 4 _aTheoretical, Mathematical and Computational Physics.
_965563
650 2 4 _aProbability Theory.
_967428
650 2 4 _aQuantitative Economics.
_970330
650 2 4 _aMathematics.
_965523
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783031631894
776 0 8 _iPrinted edition:
_z9783031631917
830 0 _aLa Matematica per il 3+2,
_x2038-5757 ;
_v165
_970145
856 4 0 _uhttps://doi.org/10.1007/978-3-031-63190-0
912 _aZDB-2-SMA
912 _aZDB-2-SXMS
999 _c64309
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