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Mathematics, Mathematics
Probability via Expectation by Peter Whittle β€” book cover

Probability via Expectation

by Peter Whittle
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Overview

This classical text, here presented in a third and completely rewritten edition, has been widely used as an introduction to probability. Its main aim is to present a straightforward introduction to the main concepts and applications of probability at an undergraduate level.All the main concepts of a first course in probability are covered including probability measures, independence, conditional probability, the basic limit theorems, and Markov processes.

"...develops the theory of probability from axioms on the expectation function rather than on probability measure... topics include continuous random variables, Markov processes, option pricing & the implied Martingale, & more."

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Editorials

Booknews

A textbook for an introductory undergraduate course in probability theory, first published in 1970, and revised in 1976. The novelty of the approach is its basis on the subject's expectation rather than on probability measures. Assumes a fair degree of mathematical sophistication. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Book Details

Published
September 28, 2012
Publisher
Springer-Verlag New York, LLC
Pages
374
Format
Paperback
ISBN
9781461267959

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