Foundations Of Modern Probability

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
ISBN 13 : 9780387953137
Total Pages : 670 pages
Book Rating : 4.32/5 ( download)

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Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer Science & Business Media. This book was released on 2002-01-08 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Author : Olav Kallenberg
Publisher : Springer
ISBN 13 : 9783030618704
Total Pages : 0 pages
Book Rating : 4.06/5 ( download)

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Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer. This book was released on 2021-02-08 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
ISBN 13 : 0387227040
Total Pages : 523 pages
Book Rating : 4.47/5 ( download)

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Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer Science & Business Media. This book was released on 2006-05-10 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L=82vy processes, weak convergence, It=93 calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced. Numerous easy to more challenging exercises are provided, especially for the early chapters. From the author of "Random Measures".

Author : Jan von Plato
Publisher : Cambridge University Press
ISBN 13 : 9780521597357
Total Pages : 336 pages
Book Rating : 4.58/5 ( download)

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Download or read book Creating Modern Probability written by Jan von Plato and published by Cambridge University Press. This book was released on 1998-01-12 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book the author charts the history and development of modern probability theory.

Author : Emanuel Parzen
Publisher :
ISBN 13 :
Total Pages : 666 pages
Book Rating : 4.28/5 ( download)

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Download or read book Modern Probability Theory and Its Applications written by Emanuel Parzen and published by . This book was released on 1960 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Olav Kallenberg
Publisher : Springer
ISBN 13 : 3319415980
Total Pages : 680 pages
Book Rating : 4.87/5 ( download)

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Download or read book Random Measures, Theory and Applications written by Olav Kallenberg and published by Springer. This book was released on 2017-04-12 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Author : A. N. Kolmogorov
Publisher : American Mathematical Soc.
ISBN 13 : 1470452995
Total Pages : 84 pages
Book Rating : 4.95/5 ( download)

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Download or read book Foundations of the Theory of Probability written by A. N. Kolmogorov and published by American Mathematical Soc.. This book was released on 2019-06-04 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: AMS Chelsea Publishing: An Imprint of the American Mathematical Society

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
ISBN 13 : 9780387251158
Total Pages : 536 pages
Book Rating : 4.54/5 ( download)

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Download or read book Probabilistic Symmetries and Invariance Principles written by Olav Kallenberg and published by Springer Science & Business Media. This book was released on 2005-07-27 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, and rotatability—defined as invariance in distribution under contractions, permutations, and rotations. Originating with the pioneering work of de Finetti from the 1930's, the theory has evolved into a unique body of deep, beautiful, and often surprising results, comprising the basic representations and invariance properties in one and several dimensions, and exhibiting some unexpected links between the various symmetries as well as to many other areas of modern probability. Most chapters require only some basic, graduate level probability theory, and should be accessible to any serious researchers and graduate students in probability and statistics. Parts of the book may also be of interest to pure and applied mathematicians in other areas. The exposition is formally self-contained, with detailed references provided for any deeper facts from real analysis or probability used in the book. Olav Kallenberg received his Ph.D. in 1972 from Chalmers University in Gothenburg, Sweden. After teaching for many years at Swedish universities, he moved in 1985 to the US, where he is currently Professor of Mathematics at Auburn University. He is well known for his previous books Random Measures (4th edition, 1986) and Foundations of Modern Probability (2nd edition, 2002) and for numerous research papers in all areas of probability. In 1977, he was the second recipient ever of the prestigious Rollo Davidson Prize from Cambridge University. In 1991–94, he served as the Editor in Chief of Probability Theory and Related Fields. Professor Kallenberg is an elected fellow of the Institute of Mathematical Statistics.

Author : Roman Vershynin
Publisher : Cambridge University Press
ISBN 13 : 1108415199
Total Pages : 299 pages
Book Rating : 4.94/5 ( download)

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Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Author : Irving J. Good
Publisher : Courier Corporation
ISBN 13 : 0486474380
Total Pages : 353 pages
Book Rating : 4.80/5 ( download)

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Download or read book Good Thinking written by Irving J. Good and published by Courier Corporation. This book was released on 2009-11-18 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: These sparkling essays by a gifted thinker offer philosophical views on the roots of statistical interference. A pioneer in the early development of computing, Irving J. Good made fundamental contributions to the theory of Bayesian inference and was a key member of the team that broke the German Enigma code during World War II. Good maintains that a grasp of probability is essential to answering both practical and philosophical questions. This compilation of his most accessible works concentrates on philosophical rather than mathematical subjects, ranging from rational decisions, randomness, and the nature of probability to operational research, artificial intelligence, cognitive psychology, and chess. These twenty-three self-contained articles represent the author's work in a variety of fields but are unified by a consistently rational approach. Five closely related sections explore Bayesian rationality; probability; corroboration, hypothesis testing, and simplicity; information and surprise; and causality and explanation. A comprehensive index, abundant references, and a bibliography refer readers to classic and modern literature. Good's thought-provoking observations and memorable examples provide scientists, mathematicians, and historians of science with a coherent view of probability and its applications.