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Math Help - Calculus based probability book

  1. #1
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    Calculus based probability book

    I'm looking for something that will prepare me for study in stochastic calculus. Something that covers calculus-based statistics and modeling. I have Degroot's book. Are there any other recommendations?
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  2. #2
    Bar0n janvdl's Avatar
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    Quote Originally Posted by CrazyAsian View Post
    I'm looking for something that will prepare me for study in stochastic calculus. Something that covers calculus-based statistics and modeling. I have Degroot's book. Are there any other recommendations?
    You may want to have a look here...

    Amazon.com: calculus based probability: Books
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    Thanks but I was looking for a rec...

    Thanks! But I was actually looking for someone to recommend a book they've used. There's no shortage of probability and statistics books in print.
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    Can you be more specific about your needs, particularly about the level?
    As you say that are many different books.
    As a general text I prefer, Probability by Jim Pitman. It is just a good all around college level text.

    If you want more statistics then try: Mathematical Statistics by Larsen and Marx. This has good section on counting.

    A higher level text is Probability: Theory and Examples by Rick Durrett. It is excellent on: Random Walks, Martingales, Markov Chains, Ergodic Theorems.

    The text by D.L. Minh, Applied Probability Models is packed with high level applications and examples.

    You may be looking of a graduate level text?
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  5. #5
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    College level text..

    I'm looking for a college level text for an engineer or math major. It should prepare me for graduate level stochastic calculus. Specifically, something that will prepare me for Shreve's Stochastic Calculus textbook.
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  6. #6
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    Quote Originally Posted by CrazyAsian View Post
    I'm looking for a college level text for an engineer or math major. It should prepare me for graduate level stochastic calculus. Specifically, something that will prepare me for Shreve's Stochastic Calculus textbook.
    Then, if were you I would consider Pitmanís textbook. It is very readable.

    There is also Jay L Devoreís text Probability and Statistics for Engineering and the Sciences.
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  7. #7
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    My College uses the book, Probability: A First Course.

    I ordered it, but never read it because I never liked probability. I just have it because I am taking Mathematical Probability next semester in hopes of actually liking it.

    Note, though it is a "first course" it is a first course for mathematically serious students. So it is an adnvanced book.

    And it has bad reviews because most people who ordered it thought it would be an easy book (non-mathemations learn probability too) based on its name.
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  8. #8
    Grand Panjandrum
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    Quote Originally Posted by ThePerfectHacker View Post
    My College uses the book, Probability: A First Course.

    I ordered it, but never read it because I never liked probability. I just have it because I am taking Mathematical Probability next semester in hopes of actually liking it.

    Note, though it is a "first course" it is a first course for mathematically serious students. So it is an adnvanced book.

    And it has bad reviews because most people who ordered it thought it would be an easy book (non-mathemations learn probability too) based on its name.
    I have a friend who did Maths at Cambridge, and according to her in
    her day the probability couse there was largley about measure theory.

    RonL
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    Quote Originally Posted by CaptainBlank View Post
    I have a friend who did Maths at Cambridge, and according to her in
    her day the probability couse there was largley about measure theory.
    I heard that from my classmates in class. We were talking about integration and I asked the professor if he can explain what Lebesque integration is about. As he was explaining some of the students (which are also in the probability class) spoke up and said that their professor uses that term a lot, though they never do it. I remember them saying that in distributions some things can be simplified with measure theory.

    But that probability class that you were talking about is probably a graduate course.
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  10. #10
    Grand Panjandrum
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    Quote Originally Posted by ThePerfectHacker View Post
    I heard that from my classmates in class. We were talking about integration and I asked the professor if he can explain what Lebesque integration is about. As he was explaining some of the students (which are also in the probability class) spoke up and said that their professor uses that term a lot, though they never do it. I remember them saying that in distributions some things can be simplified with measure theory.

    But that probability class that you were talking about is probably a graduate course.
    Technicaly I think not, but only on a technicality, Part 3, at Cambridge is
    nominaly an undergraduate course (though I know at least one person from
    another university who was given a master course grant to do Part 3 as a
    one year course after getting a BSc in Maths)

    RonL
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  11. #11
    Senior Member tukeywilliams's Avatar
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    I also have the book "Probability: A First Course" by Sheldon Ross. I am not too fond of it. If you really want to learn probability theory well, then I suggest the following: Here

    For a more engineering oriented audience I would suggest the following: Here
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