Measure Integral And Probability Springer Undergraduate Mathematics Series Book PDF, EPUB Download & Read Online Free

Measure, Integral and Probability

Measure, Integral and Probability

Author: Marek Capinski, Peter E. Kopp
Publisher: Springer Science & Business Media
ISBN: 1447106458
Pages: 311
Year: 2013-12-01
Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: · a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.
Measure, Integral and Probability

Measure, Integral and Probability

Author: Marek Capinski, (Peter) Ekkehard Kopp
Publisher: Springer Science & Business Media
ISBN: 1447136314
Pages: 227
Year: 2013-06-29
This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on measure, many illustrative examples and applications, including a thorough discussion of standard probability distributions and densities, are opened. The book also includes many problems and their fully worked solutions.
Measure, Integral and Probability

Measure, Integral and Probability

Author: Marek Capinski, Peter E. Kopp
Publisher: Springer Science & Business Media
ISBN: 1852337818
Pages: 311
Year: 2004-01-01
Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: · a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.
Basic Stochastic Processes

Basic Stochastic Processes

Author: Zdzislaw Brzezniak, Tomasz Zastawniak
Publisher: Springer Science & Business Media
ISBN: 1447105338
Pages: 226
Year: 2012-12-06
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.
Topics in Group Theory

Topics in Group Theory

Author: Geoff Smith, Olga Tabachnikova
Publisher: Springer Science & Business Media
ISBN: 1447104617
Pages: 256
Year: 2012-12-06
The theory of groups is simultaneously a branch of abstract algebra and the study of symmetry. Designed for readers approaching the subject for the first time, this book reviews all the essentials. It recaps the basic definitions and results, including Lagranges Theorem, the isomorphism theorems and group actions. Later chapters include material on chain conditions and finiteness conditions, free groups and the theory of presentations. In addition, a novel chapter of "entertainments" demonstrates an assortment of results that can be achieved with the theoretical machinery.
Probability Models

Probability Models

Author: John Haigh
Publisher: Springer Science & Business Media
ISBN: 144715343X
Pages: 287
Year: 2013-07-04
The purpose of this book is to provide a sound introduction to the study of real-world phenomena that possess random variation. It describes how to set up and analyse models of real-life phenomena that involve elements of chance. Motivation comes from everyday experiences of probability, such as that of a dice or cards, the idea of fairness in games of chance, and the random ways in which, say, birthdays are shared or particular events arise. Applications include branching processes, random walks, Markov chains, queues, renewal theory, and Brownian motion. This textbook contains many worked examples and several chapters have been updated and expanded for the second edition. Some mathematical knowledge is assumed. The reader should have the ability to work with unions, intersections and complements of sets; a good facility with calculus, including integration, sequences and series; and appreciation of the logical development of an argument. Probability Models is designed to aid students studying probability as part of an undergraduate course on mathematics or mathematics and statistics.
Linear Functional Analysis

Linear Functional Analysis

Author: Bryan Rynne, M.A. Youngson
Publisher: Springer Science & Business Media
ISBN: 1848000057
Pages: 324
Year: 2007-12-29
This introduction to the ideas and methods of linear functional analysis shows how familiar and useful concepts from finite-dimensional linear algebra can be extended or generalized to infinite-dimensional spaces. Aimed at advanced undergraduates in mathematics and physics, the book assumes a standard background of linear algebra, real analysis (including the theory of metric spaces), and Lebesgue integration, although an introductory chapter summarizes the requisite material. A highlight of the second edition is a new chapter on the Hahn-Banach theorem and its applications to the theory of duality.
Measure Theory and Probability

Measure Theory and Probability

Author: Malcolm Adams, Victor Guillemin
Publisher: Springer Science & Business Media
ISBN: 1461207797
Pages: 206
Year: 2013-04-17
"...the text is user friendly to the topics it considers and should be very accessible...Instructors and students of statistical measure theoretic courses will appreciate the numerous informative exercises; helpful hints or solution outlines are given with many of the problems. All in all, the text should make a useful reference for professionals and students."—The Journal of the American Statistical Association
Mathematics for Finance

Mathematics for Finance

Author: Marek Capinski, Tomasz Zastawniak
Publisher: Springer
ISBN: 1852338466
Pages: 314
Year: 2006-04-18
This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
A First Look at Rigorous Probability Theory

A First Look at Rigorous Probability Theory

Author: Jeffrey S Rosenthal
Publisher: World Scientific Publishing Company
ISBN: 9813101652
Pages: 236
Year: 2006-11-14
Solutions Manual for Free Download This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results. Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects. In this new edition, many exercises and small additional topics have been added and existing ones expanded. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.
Measure, Topology, and Fractal Geometry

Measure, Topology, and Fractal Geometry

Author: Gerald Edgar
Publisher: Springer Science & Business Media
ISBN: 0387747494
Pages: 272
Year: 2007-10-23
Based on a course given to talented high-school students at Ohio University in 1988, this book is essentially an advanced undergraduate textbook about the mathematics of fractal geometry. It nicely bridges the gap between traditional books on topology/analysis and more specialized treatises on fractal geometry. The book treats such topics as metric spaces, measure theory, dimension theory, and even some algebraic topology. It takes into account developments in the subject matter since 1990. Sections are clear and focused. The book contains plenty of examples, exercises, and good illustrations of fractals, including 16 color plates.
Probability Essentials

Probability Essentials

Author: Jean Jacod, Philip Protter
Publisher: Springer Science & Business Media
ISBN: 3642556825
Pages: 254
Year: 2012-12-06
This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
Elementary Probability Theory with Stochastic Processes

Elementary Probability Theory with Stochastic Processes

Author: K. L. Chung
Publisher: Springer Science & Business Media
ISBN: 1475751141
Pages: 325
Year: 2013-03-09
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.
Essential Topology

Essential Topology

Author: Martin D. Crossley
Publisher: Springer Science & Business Media
ISBN: 1852337826
Pages: 224
Year: 2005-01-01
This thoroughly modern introduction to undergraduate topology brings the most exciting and useful aspects of modern topology to the reader. Containing all the key results of basic topology, this book concentrates on uniting the most interesting aspects of the subject with aspects that are most useful to research. It is suitable for self-study, and will leave the reader both motivated and well prepared for further study.
Integral, Probability, and Fractal Measures

Integral, Probability, and Fractal Measures

Author: Gerald A Edgar
Publisher: Springer Science & Business Media
ISBN: 1475729588
Pages: 286
Year: 2013-03-14
Providing the mathematical background required for the study of fractal topics, this book deals with integration in the modern sense, together with mathematical probability. The emphasis is on the particular results that aid the discussion of fractals, and follows Edgars Measure, Topology, and Fractal Geometry. With exercises throughout, this is and ideal text for beginning graduate students both in the classroom and for self-study.