Description
This book, a concise introduction to modern probability theory and certain of its ramifications, deals with a subject indispensable to natural scientists and mathematicians alike. Here the readers, with some knowledge of mathematics, will find an excellent treatment of the elements of probability together with numerous applications. An internationally known mathematician whose work in probability theory and stochastic processes has received wide acclaim, combines succinctness of style with a judicious selection of topics. His book is highly readable, fast-moving, and self-contained.
The author begins with basic concepts and moves on to combination of events, dependent events and random variables. He then covers Bernoulli trials and the De Moivre-Laplace theorem, which involve three important probability distributions (binomial, Poisson, and normal or Gaussian). The last three chapters are devoted to limit theorems. Also included are appendixes on information theory, game theory, branching processes, and problems of optimal control. Each of the eight chapters and four appendixes has been equipped with numerous relevant problems (150 of them), many with hints and answers.
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