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Applied Probability (Pfeiffer)

Applied Probability (Pfeiffer)

Last updated

Jun 28, 2020
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- Detailed Licensing
- Front Matter

Paul Pfeiffer
Rice University

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This is a "first course" in the sense that it presumes no previous course in probability. The mathematical prerequisites are ordinary calculus and the elements of matrix algebra. A few standard series and integrals are used, and double integrals are evaluated as iterated integrals. The reader who can evaluate simple integrals can learn quickly from the examples how to deal with the iterated integrals used in the theory of expectation and conditional expectation. Appendix B provides a convenient compendium of mathematical facts used frequently in this work.

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