測度論的確率論(テキスト)
Measure-Theoretic Probability
With Applications to Statistics, Finance, and Engineering
Compact Textbooks in Mathematics
Shum, Kenneth
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This textbook offers an approachable introduction to measure-theoretic probability, illustrating core concepts with examples from statistics and engineering. Specific applications covered include the coupon collector’s problem, Monte Carlo integration in finance, data compression in information theory, and more.