Foundations of Stochastic Analysis (Dover Books on Mathematics)
Elements of Abstract Algebra.
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A Course in Mathematical Analysis: Volume 1, Foundations and Elementary Real Analysis. Algebraic Theory of Numbers. Foundations of Modern Analysis. Sets, Sequences and Mappings. Fundamentals of Number Theory. A Second Course in Complex Analysis. A Bridge to Advanced Mathematics. Real and Convex Analysis. Rational Points on Elliptic Curves.
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Introduction to Abstract Algebra. Volume 3, Complex Analysis, Measure and Integration. Fundamental Concepts of Abstract Algebra. Martingales in Banach Spaces. Introduction to Differentiable Manifolds. Analysis in Euclidean Space.
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Complex Variables I Essentials. Stochastic Differential Equations and Applications. Real Analysis via Sequences and Series. A Course in Analysis.
Operator Methods in Quantum Mechanics. Calculus on Normed Vector Spaces. Introduction to Abstract Harmonic Analysis. A Course in Advanced Calculus. Representation Theory of the Symmetric Groups. Elements of the Theory of Functions. Topics in Quaternion Linear Algebra. Simulation and the Monte Carlo Method. The Fascination of Probability, Statistics and their Applications.
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Calculus, probability, statistics, and Boolean algebra are recommended. Read more Read less. Kindle Cloud Reader Read instantly in your browser. Customers who bought this item also bought. Page 1 of 1 Start over Page 1 of 1. An Introduction to Information Theory: Algorithms Illuminated Part 2: Graph Algorithms and Data Structures.
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Write a customer review. Showing of 12 reviews. Top Reviews Most recent Top Reviews. There was a problem filtering reviews right now. Please try again later. Kindle Edition Verified Purchase. It teaches and describes a science Savagean Statistics through which one can address and solve numerical issues which basic statistics cannot, due to its several limitations. One person found this helpful. Very foundational work on decision theory.
Foundations of Stochastic Analysis (eBook)
Be prepared to have your noggin challenged! Make sure you brush up on boolean algebra and calculus. A fundamental understanding of probabilities is needed too. You need at least three semesters of calculus to do the math - Savage was one of the statisticians who worked on the Manhattan Project and this text is very rigorous. I like this book because it addresses not only the usual "frequentist" approach taught in many undergraduate programs, but also includes "personal" aspects of statistics.
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This is not a "casual" reading text; it is fairly terse and requires some mathematical sophistication on the part of the reader. Really cool old book. Thanks for the nice book and silver-quick delivery.