The Theory of Probability: Explorations and Applications

Author:   Santosh S. Venkatesh (University of Pennsylvania)
Publisher:   Cambridge University Press
ISBN:  

9781139169325


Publication Date:   05 December 2012
Format:   Undefined
Availability:   Available To Order   Availability explained
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The Theory of Probability: Explorations and Applications


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Author:   Santosh S. Venkatesh (University of Pennsylvania)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press (Virtual Publishing)
ISBN:  

9781139169325


ISBN 10:   1139169327
Publication Date:   05 December 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Undefined
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

Part I. Elements: 1. Probability spaces; 2. Conditional probability; 3. A first look at independence; 4. Probability sieves; 5. Numbers play a game of chance; 6. The normal law; 7. Probabilities on the real line; 8. The Bernoulli schema; 9. The essence of randomness; 10. The coda of the normal; Part II. Foundations: 11. Distribution functions and measure; 12. Random variables; 13. Great expectations; 14. Variations on a theme of integration; 15. Laplace transforms; 16. The law of large numbers; 17. From inequalities to concentration; 18. Poisson approximation; 19. Convergence in law, selection theorems; 20. Normal approximation; Part III. Appendices: 21. Sequences, functions, spaces.

Reviews

'This is a gentle and rich book that is a delight to read. Gentleness comes from the attention to detail; few readers will ever find themselves 'stuck' on any steps of the derivations or proofs. Richness comes from the many examples and historical anecdotes that support the central themes. The text will support courses of many styles and it is especially attractive for self-guided study.' J. J. Michael Steele, University of Pennsylvania 'This book does an excellent job of covering the basic material for a first course in the theory of probability. It is notable for the entertaining coverage of many interesting examples, several of which give a taste of significant fields where the subject is applied.' Venkat Anantharam, University of California, Berkeley 'This book presents one of the most refreshing treatments of the theory of probability. By providing excellent coverage with both intuition and rigor, together with engaging examples and applications, [it] presents a wonderfully readable and thorough introduction to this important subject.' Sanjeev Kulkarni, Princeton University


Author Information

Santosh S. Venkatesh is an Associate Professor of Electrical and Systems Engineering at the University of Pennsylvania, whose research interests include probability, information, communication and learning theory, pattern recognition, computational neuroscience, epidemiology and computer security. He is a member of the David Mahoney Institute for Neurological Sciences and has been awarded the Lindback Award for Distinguished Teaching.

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