Probability Essentials

ยท Springer Science & Business Media
แƒ”แƒšแƒฌแƒ˜แƒ’แƒœแƒ˜
250
แƒ’แƒ•แƒ”แƒ แƒ“แƒ˜
แƒ แƒ”แƒ˜แƒขแƒ˜แƒœแƒ’แƒ”แƒ‘แƒ˜ แƒ“แƒ แƒ›แƒ˜แƒ›แƒแƒฎแƒ˜แƒšแƒ•แƒ”แƒ‘แƒ˜ แƒ“แƒแƒฃแƒ“แƒแƒกแƒขแƒฃแƒ แƒ”แƒ‘แƒ”แƒšแƒ˜แƒ ย แƒจแƒ”แƒ˜แƒขแƒงแƒ•แƒ”แƒ— แƒ›แƒ”แƒขแƒ˜

แƒแƒ› แƒ”แƒšแƒฌแƒ˜แƒ’แƒœแƒ˜แƒก แƒจแƒ”แƒกแƒแƒฎแƒ”แƒ‘

We present here a one-semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated stu dents and researchers (especially in Engineering, Economics, and Statistics) who need a proper grounding in Probability in order to pursue their primary interests. Many Probability texts available today are celebrations of Prob ability Theory, containing treatments of fascinating topics to be sure, but nevertheless they make it difficult to construct a lean one semester course that covers (what we believe are) the essential topics. Chapters 1-23 provide such a course. We have indulged ourselves a bit by including Chapters 24-28 which are highly optional, but which may prove useful to Economists and Electrical Engineers. This book had its origins in a course the second author gave in Perugia, Italy, in 1997; he used the samizdat "notes" of the first author, long used for courses at the University of Paris VI, augmenting them as needed. The result has been further tested at courses given at Purdue University. We thank the indulgence and patience of the students both in Perugia and in West Lafayette. We also thank our editor Catriona Byrne, as weil as Nick Bingham for many superb suggestions, an anonymaus referee for the same, and Judy Mitchell for her extraordinary typing skills. Jean Jacod, Paris Philip Protter, West Lafayette Contents 1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . . . . . . . . .

แƒจแƒ”แƒแƒคแƒแƒกแƒ”แƒ— แƒ”แƒก แƒ”แƒšแƒฌแƒ˜แƒ’แƒœแƒ˜

แƒ’แƒ•แƒ˜แƒ—แƒฎแƒแƒ แƒ˜แƒ— แƒ—แƒฅแƒ•แƒ”แƒœแƒ˜ แƒแƒ–แƒ แƒ˜.

แƒ˜แƒœแƒคแƒแƒ แƒ›แƒแƒชแƒ˜แƒ แƒฌแƒแƒ™แƒ˜แƒ—แƒฎแƒ•แƒแƒกแƒ—แƒแƒœ แƒ“แƒแƒ™แƒแƒ•แƒจแƒ˜แƒ แƒ”แƒ‘แƒ˜แƒ—

แƒกแƒ›แƒแƒ แƒขแƒคแƒแƒœแƒ”แƒ‘แƒ˜ แƒ“แƒ แƒขแƒแƒ‘แƒšแƒ”แƒขแƒ”แƒ‘แƒ˜
แƒ“แƒแƒแƒ˜แƒœแƒกแƒขแƒแƒšแƒ˜แƒ แƒ”แƒ— Google Play Books แƒแƒžแƒ˜ Android แƒ“แƒ iPad/iPhone แƒ›แƒแƒฌแƒงแƒแƒ‘แƒ˜แƒšแƒแƒ‘แƒ”แƒ‘แƒ˜แƒกแƒ—แƒ•แƒ˜แƒก. แƒ˜แƒก แƒแƒ•แƒขแƒแƒ›แƒแƒขแƒฃแƒ แƒแƒ“ แƒ’แƒแƒœแƒแƒฎแƒแƒ แƒชแƒ˜แƒ”แƒšแƒ”แƒ‘แƒก แƒกแƒ˜แƒœแƒฅแƒ แƒแƒœแƒ˜แƒ–แƒแƒชแƒ˜แƒแƒก แƒ—แƒฅแƒ•แƒ”แƒœแƒก แƒแƒœแƒ’แƒแƒ แƒ˜แƒจแƒ—แƒแƒœ แƒ“แƒ แƒกแƒแƒจแƒฃแƒแƒšแƒ”แƒ‘แƒแƒก แƒ›แƒแƒ’แƒชแƒ”แƒ›แƒ—, แƒฌแƒแƒ˜แƒ™แƒ˜แƒ—แƒฎแƒแƒ— แƒกแƒแƒกแƒฃแƒ แƒ•แƒ”แƒšแƒ˜ แƒ™แƒแƒœแƒขแƒ”แƒœแƒขแƒ˜ แƒœแƒ”แƒ‘แƒ˜แƒกแƒ›แƒ˜แƒ”แƒ  แƒแƒ“แƒ’แƒ˜แƒšแƒแƒก, แƒ แƒแƒ’แƒแƒ แƒช แƒแƒœแƒšแƒแƒ˜แƒœ, แƒ˜แƒกแƒ” แƒฎแƒแƒ–แƒ’แƒแƒ แƒ”แƒจแƒ” แƒ แƒ”แƒŸแƒ˜แƒ›แƒจแƒ˜.
แƒšแƒ”แƒžแƒขแƒแƒžแƒ”แƒ‘แƒ˜ แƒ“แƒ แƒ™แƒแƒ›แƒžแƒ˜แƒฃแƒขแƒ”แƒ แƒ”แƒ‘แƒ˜
Google Play-แƒจแƒ˜ แƒจแƒ”แƒซแƒ”แƒœแƒ˜แƒšแƒ˜ แƒแƒฃแƒ“แƒ˜แƒแƒฌแƒ˜แƒ’แƒœแƒ”แƒ‘แƒ˜แƒก แƒ›แƒแƒกแƒ›แƒ”แƒœแƒ แƒ—แƒฅแƒ•แƒ”แƒœแƒ˜ แƒ™แƒแƒ›แƒžแƒ˜แƒฃแƒขแƒ”แƒ แƒ˜แƒก แƒ•แƒ”แƒ‘-แƒ‘แƒ แƒแƒฃแƒ–แƒ”แƒ แƒ˜แƒก แƒ’แƒแƒ›แƒแƒงแƒ”แƒœแƒ”แƒ‘แƒ˜แƒ— แƒจแƒ”แƒ’แƒ˜แƒซแƒšแƒ˜แƒแƒ—.
แƒ”แƒšแƒฌแƒแƒ›แƒ™แƒ˜แƒ—แƒฎแƒ•แƒ”แƒšแƒ”แƒ‘แƒ˜ แƒ“แƒ แƒกแƒฎแƒ•แƒ แƒ›แƒแƒฌแƒงแƒแƒ‘แƒ˜แƒšแƒแƒ‘แƒ”แƒ‘แƒ˜
แƒ”แƒšแƒ”แƒฅแƒขแƒ แƒแƒœแƒฃแƒšแƒ˜ แƒ›แƒ”แƒšแƒœแƒ˜แƒก แƒ›แƒแƒฌแƒงแƒแƒ‘แƒ˜แƒšแƒแƒ‘แƒ”แƒ‘แƒ–แƒ” แƒฌแƒแƒกแƒแƒ™แƒ˜แƒ—แƒฎแƒแƒ“, แƒ แƒแƒ’แƒแƒ แƒ˜แƒชแƒแƒ Kobo eReaders, แƒ—แƒฅแƒ•แƒ”แƒœ แƒฃแƒœแƒ“แƒ แƒฉแƒแƒ›แƒแƒขแƒ•แƒ˜แƒ แƒ—แƒแƒ— แƒคแƒแƒ˜แƒšแƒ˜ แƒ“แƒ แƒ’แƒแƒ“แƒแƒ˜แƒขแƒแƒœแƒแƒ— แƒ˜แƒ’แƒ˜ แƒ—แƒฅแƒ•แƒ”แƒœแƒก แƒ›แƒแƒฌแƒงแƒแƒ‘แƒ˜แƒšแƒแƒ‘แƒแƒจแƒ˜. แƒ“แƒแƒฎแƒ›แƒแƒ แƒ”แƒ‘แƒ˜แƒก แƒชแƒ”แƒœแƒขแƒ แƒ˜แƒก แƒ“แƒ”แƒขแƒแƒšแƒฃแƒ แƒ˜ แƒ˜แƒœแƒกแƒขแƒ แƒฃแƒฅแƒชแƒ˜แƒ”แƒ‘แƒ˜แƒก แƒ›แƒ˜แƒฎแƒ”แƒ“แƒ•แƒ˜แƒ— แƒ’แƒแƒ“แƒแƒ˜แƒขแƒแƒœแƒ”แƒ— แƒคแƒแƒ˜แƒšแƒ”แƒ‘แƒ˜ แƒ›แƒฎแƒแƒ แƒ“แƒแƒญแƒ”แƒ แƒ˜แƒš แƒ”แƒšแƒฌแƒแƒ›แƒ™แƒ˜แƒ—แƒฎแƒ•แƒ”แƒšแƒ”แƒ‘แƒ–แƒ”.