Probability via Expectation
Author:   Peter Whittle
Publisher:   Springer-Verlag New York Inc.
Edition:   4th ed. 2000. Softcover reprint of the original 4th ed. 2000
ISBN:  

9781461267959


Pages:   353
Publication Date:   27 September 2012
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Probability via Expectation


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Full Product Details

Author:   Peter Whittle
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   4th ed. 2000. Softcover reprint of the original 4th ed. 2000
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   0.581kg
ISBN:  

9781461267959


ISBN 10:   1461267951
Pages:   353
Publication Date:   27 September 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Uncertainty, Intuition and Expectation.- Expectation.- Probability.- Some Basic Models.- Conditioning.- Applications of the Independence Concept.- The Two Basic Limit Theorems.- Continuous Random Variables and Their Transformations.- Markov Processes in Discrete Time.- Markov Processes in Continuous Time.- Action Optimisation: Dynamic Programming.- Optimal Resource Allocation.- Finance: Option Pricing and the Implied Martingale.- Second-Order Theory.- Consistency and Extension: The Finite-Dimensional Case.- Stochastic Convergence.- Martingales.- Extension: Examples of the Infinite-Dimensional Case.- Large-Deviation Theory.- Quantum Mechanics.

Reviews

From the reviews of the fourth edition: ... a clear success in its unorthodoxy, Probability via Expectation has become a treasured classic. P.A.L. Emrechts in Short Book Reviews , Vol. 21/1, April, 2001 Apart from presenting a case for the development of probability theory by using the expectation operator rather than probability measure as the primitive notion, a second distinctive feature of this book is the very large range of modern applications that it covers. Many of these are addressed by more than 350 exercises interspersed throughout the text. In summary, this well written book is a ... introduction to probability theory and its applications. (Norbert Henze, Metrika, November, 2002) Originally published in 1970, this book has stood the test of time. ... the text demonstrates a modern alternative approach to a now classical field. ... The fourth edition contains a number of modifications and corrections. New material on dynamic programming, optimal allocation, options pricing and large deviations is included. (Martin T. Wells, Journal of the American Statistical Association, September 2001)


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