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  • Textbook
  • © 1992

Probability via Expectation

Authors:

  1. Peter Whittle

    1. Department of Pure Mathematics and Mathematical Statistics, University of Cambridge, Cambridge, England

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Part of the book series: Springer Texts in Statistics (STS)

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xviii
    PDF

  2. Uncertainty, Intuition and Expectation

    • Peter Whittle
    Pages 1-12

  3. Expectation

    • Peter Whittle
    Pages 13-37

  4. Probability

    • Peter Whittle
    Pages 38-48

  5. Some Basic Models

    • Peter Whittle
    Pages 49-76

  6. Conditioning

    • Peter Whittle
    Pages 77-99

  7. Applications of the Independence Concept

    • Peter Whittle
    Pages 100-118

  8. The Two Basic limit Theorems

    • Peter Whittle
    Pages 119-135

  10. Markov Processes in Discrete Time

    • Peter Whittle
    Pages 145-174

  11. Markov Processes in Continuous Time

    • Peter Whittle
    Pages 175-205

  12. Second-Order Theory

    • Peter Whittle
    Pages 206-220

  14. Stochastic Convergence

    • Peter Whittle
    Pages 235-242

  15. Martingales

    • Peter Whittle
    Pages 243-257

  17. Some Interesting Processes

    • Peter Whittle
    Pages 270-292

  18. Back Matter

    Pages 293-301
    PDF
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About this book

This book is a complete revision of the earlier work Probability which ap­ peared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, de­ manding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level'. In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. The particular novelty of the approach was that expectation was taken as the prime concept, and the concept of expectation axiomatized rather than that of a probability measure. In the preface to the original text of 1970 (reproduced below, together with that to the Russian edition of 1982) I listed what I saw as the advantages of the approach in as unlaboured a fashion as I could. I also took the view that the text rather than the author should persuade, and left the text to speak for itself. It has, indeed, stimulated a steady interest, to the point that Springer-Verlag has now commissioned this complete reworking.
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Keywords

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Authors and Affiliations

  • Department of Pure Mathematics and Mathematical Statistics, University of Cambridge, Cambridge, England

    Peter Whittle

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Bibliographic Information

  • Book Title: Probability via Expectation

  • Authors: Peter Whittle

  • Series Title: Springer Texts in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-2892-9

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1992

  • Softcover ISBN: 978-0-387-97764-5Published: 14 May 1992

  • eBook ISBN: 978-1-4612-2892-9Published: 01 December 2013

  • Series ISSN: 1431-875X

  • Series E-ISSN: 2197-4136

  • Edition Number: 3

  • Number of Pages: XVIII, 300

  • Additional Information: Originally published by Penguin, 1970 and Wiley & Sons, 1976

  • Topics: Probability Theory and Stochastic Processes, Statistics, general

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Buy it now

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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