A Modern Approach to Probability Theory (Probability and Its Applications)

by Bert E. Fristedt and Lawrence F. Gray

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Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications-Bayesian statistics, financial mathematics, information theory, tomography, and signal processing-appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.

  • ISBN13 9780817638078
  • Publish Date 23 December 1996 (first published August 1996)
  • Publish Status Active
  • Publish Country US
  • Imprint Birkhauser Boston Inc
  • Edition 1997 ed.
  • Format Hardcover
  • Pages 758
  • Language English