THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE
UNDERSTANDING OF PROBABILITY
Written in a clear, accessible, and comprehensive manner, the
Handbook of Probability presents the fundamentals of
probability with an emphasis on the balance of theory, application,
and methodology. Utilizing basic examples throughout, the handbook
expertly transitions between concepts and practice to allow readers
an inclusive introduction to the field of probability.
The book provides a useful format with self-contained chapters,
allowing the reader easy and quick reference. Each chapter includes
an introduction, historical background, theory and applications,
algorithms, and exercises. The Handbook of Probability
offers coverage of:
* Probability Space
* Probability Measure
* Random Variables
* Random Vectors in R¯n
* Characteristic Function
* Moment Generating Function
* Gaussian Random Vectors
* Convergence Types
* Limit Theorems
The Handbook of Probability is an ideal resource for
researchers and practitioners in numerous fields, such as
mathematics, statistics, operations research, engineering,
medicine, and finance, as well as a useful text for graduate
students.
Sobre o autor
IONUT FLORESCU, Ph D, is Research Associate Professor of
Financial Engineering and Director of the Hanlon Financial Systems
Lab at Stevens Institute of Technology. He has published
extensively in his areas of research interest, which include
stochastic volatility, stochastic partial differential equations,
Monte Carlo methods, and numerical methods for stochastic
processes.
CIPRIAN A. TUDOR, Ph D, is Professor of Mathematics at the
University of Lille 1, France. His research interests include
Brownian motion, limit theorems, statistical inference for
stochastic processes, and financial mathematics. He has over eighty
scientific publications in various internationally recognized
journals on probability theory and statistics. He serves as a
referee for over a dozen journals and has spoken at more than
thirty-five conferences worldwide.
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