A Natural Introduction to Probability Theory
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Author(s): R. Meester
Publisher: Birkhäuser
ISBN: 3764321881
Format: softback
190pp
Price: €24
Review Date: 10 December 2003
Review: This textbook for first-year students starts by dealing with discrete probability, where the possible outcomes of an experiment form a finite or countable set. The author then explains why discrete probability is insufficient to deal with probabilistic concepts that include infinitely fine operations, i.e. continuous probability. The next chapter explains another subject that cannot be captured by discrete probability, namely infinitely many repetitions of an operation, such as infinitely many coin flips. The last two chapters discuss the Poisson process and a number of limited theorems based on characteristic functions. Finally, ways to extend the current theory using measure theory are outlined.